This paper investigates the mean first-passage times (MFPTs) of a delayed tristable system
driven by correlated multiplicative and additive noises. The results suggest that the …

The first-passage problem of the Ornstein–Uhlenbeck process to a boundary is a long-
standing problem with no known closed-form solution except in specific cases. Taking this …

The simulation of exit times for diffusion processes is a challenging task since it concerns
many applications in different fields like mathematical finance, neuroscience, reliability …

First-passage time problems for continuous-time birth–death chains are considered.
Recursive formulas for the moments of the first-exit time and of the first-passage time in …

In this paper, we analyze the dynamical behavior of a delayed tumor growth model under
the joint effect of Gaussian white noise and Lévy noise by studying the mean first passage …

In this paper, the mean first-passage time (MFPT) of a stochastic tumor growth model driven
by correlated white noises with two different time delays is investigated. The small time delay …

The first-passage time τ S (x) of a one-dimensional continuous stochastic process X (t),
starting from x≤ S (0), through a smooth boundary S (t) is investigated; in particular …

We consider some time-changed diffusion processes obtained by applying the Doob
transformation rule to a time-changed Brownian motion. The time-change is obtained via the …

General methods to simulate probability density functions and first passage time densities
are provided for time-inhomogeneous stochastic diffusion processes obtained via a …

Symmetry properties of the Brownian motion and of some diffusion processes are useful to
specify the probability density functions and the first passage time density through specific …