Mean first-passage time in a delayed tristable system driven by correlated multiplicative and additive white noises
P Xu, Y Jin - Chaos, Solitons & Fractals, 2018 - Elsevier
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 …
driven by correlated multiplicative and additive noises. The results suggest that the …
Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications
We consider a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in
the drift, as a solution of a linear stochastic differential equation driven by a fractional …
the drift, as a solution of a linear stochastic differential equation driven by a fractional …
On two diffusion neuronal models with multiplicative noise: The mean first-passage time properties
G D'Onofrio, P Lansky, E Pirozzi - Chaos: An Interdisciplinary Journal …, 2018 - pubs.aip.org
Two diffusion processes with multiplicative noise, able to model the changes in the neuronal
membrane depolarization between two consecutive spikes of a single neuron, are …
membrane depolarization between two consecutive spikes of a single neuron, are …
Colored noise and a stochastic fractional model for correlated inputs and adaptation in neuronal firing
E Pirozzi - Biological cybernetics, 2018 - Springer
High variability in the neuronal response to stimulations and the adaptation phenomenon
cannot be explained by the standard stochastic leaky integrate-and-fire model. The main …
cannot be explained by the standard stochastic leaky integrate-and-fire model. The main …
On the exit time from open sets of some semi-Markov processes
In this paper we characterize the distribution of the first exit time from an arbitrary open set
for a class of semi-Markov processes obtained as time-changed Markov processes. We …
for a class of semi-Markov processes obtained as time-changed Markov processes. We …
On the integral of the fractional Brownian motion and some pseudo-fractional Gaussian processes
We investigate the main statistical parameters of the integral over time of the fractional
Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a …
Brownian motion and of a kind of pseudo-fractional Gaussian process, obtained as a …
Integrated stationary Ornstein–Uhlenbeck process, and double integral processes
We find a representation of the integral of the stationary Ornstein–Uhlenbeck (ISOU) process
in terms of Brownian motion B t; moreover, we show that, under certain conditions on the …
in terms of Brownian motion B t; moreover, we show that, under certain conditions on the …
On the construction of a special class of time-inhomogeneous diffusion processes
A special class of time-inhomogeneous diffusion processes, generated starting from Gauss–
Markov processes conditioned on the same initial state, is considered. This class includes …
Markov processes conditioned on the same initial state, is considered. This class includes …
On fractional stochastic modeling of neuronal activity including memory effects
In order to model the memory and to describe the memory effects in the firing activity of a
single neuron subject to a time-dependent input current, a fractional stochastic Langevin …
single neuron subject to a time-dependent input current, a fractional stochastic Langevin …
Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes
G D'Onofrio, E Pirozzi - Methodology and Computing in Applied …, 2019 - Springer
The problem of escape times from a region confined by two time-dependent boundaries is
considered for a class of Gauss-Markov processes. Asymptotic approximations of the first …
considered for a class of Gauss-Markov processes. Asymptotic approximations of the first …