Simulation and the Monte Carlo Method
Simulation and the Monte Carlo Method
Simulation of Gaussian Processes and First Passage Time Densities Evaluation
EUROCAST '99 Proceedings on Computer Aided Systems Theory
Hi-index | 0.00 |
We consider a stochastic neuronal model in which the time evolution of the membrane potential is described by a Wiener process perturbed by random jumps driven by a counting process. We consider the first-crossing-time problem through a constant boundary for such a process, in order to describe the firing activity of the model neuron. We build up a new simulation procedure for the construction of firing densities estimates.