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The Inverse First Passage time method for a two dimensional Ornstein Uhlenbeck process with neuronal application

Department of Mathematics “G. Peano”, University of Torino,Via Carlo Alberto 10, 10123 Turin, Italy

Special Issues: Neural Coding 2018

The Inverse First Passage time problem seeks to determine the boundary corresponding to a given stochastic process and a fixed first passage time distribution. Here, we determine the numerical solution of this problem in the case of a two dimensional Gauss-Markov diffusion process. We investigate the boundary shape corresponding to Inverse Gaussian or Gamma first passage time distributions for different choices of the parameters, including heavy and light tails instances. Applications in neuroscience framework are illustrated.
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© 2019 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution Licese (http://creativecommons.org/licenses/by/4.0)

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