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For: Ditlevsen S. A result on the first-passage time of an Ornstein–Uhlenbeck process. Stat Probab Lett 2007. [DOI: 10.1016/j.spl.2007.04.015] [Citation(s) in RCA: 16] [Impact Index Per Article: 0.9] [Reference Citation Analysis] [What about the content of this article? (0)] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/29/2022]
Number Cited by Other Article(s)
1
Huang LJ, Kim KY, Mao YH, Wang T. Variational formulas for the exit time of Hunt processes generated by semi-Dirichlet forms. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.03.005] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/26/2022]
2
Loukianov O, Loukianova D, Song S. Spectral gaps and exponential integrability of hitting times for linear diffusions. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2011. [DOI: 10.1214/10-aihp380] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.2] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
3
Löcherbach E, Loukianova D, Loukianov O. Polynomial bounds in the Ergodic theorem for one-dimensional diffusions and integrability of hitting times. ANNALES DE L'INSTITUT HENRI POINCARÉ, PROBABILITÉS ET STATISTIQUES 2011. [DOI: 10.1214/10-aihp359] [Citation(s) in RCA: 11] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
4
Moments of the first passage time of one-dimensional diffusion with two-sided barriers. Stat Probab Lett 2008. [DOI: 10.1016/j.spl.2008.07.008] [Citation(s) in RCA: 5] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
5
Lansky P, Ditlevsen S. A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models. BIOLOGICAL CYBERNETICS 2008;99:253-262. [PMID: 18496710 DOI: 10.1007/s00422-008-0237-x] [Citation(s) in RCA: 32] [Impact Index Per Article: 2.0] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 01/29/2008] [Accepted: 04/24/2008] [Indexed: 05/26/2023]
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