First passage times for some classes of fractional time-changed diffusions
N Leonenko, E Pirozzi - Stochastic Analysis and Applications, 2022 - Taylor & Francis
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 …
transformation rule to a time-changed Brownian motion. The time-change is obtained via the …
Input-output consistency in integrate and fire interconnected neurons
P Lansky, F Polito, L Sacerdote - Applied Mathematics and Computation, 2023 - Elsevier
Interspike intervals describe the output of neurons. Signal transmission in a neuronal
network implies that the output of some neurons becomes the input of others. The output …
network implies that the output of some neurons becomes the input of others. The output …
Deterministic control of SDEs with stochastic drift and multiplicative noise: a variational approach
G Ascione, G D'Onofrio - Applied Mathematics & Optimization, 2023 - Springer
We consider a linear stochastic differential equation with stochastic drift and multiplicative
noise. We study the problem of approximating its solution with the process that solves the …
noise. We study the problem of approximating its solution with the process that solves the …