First passage time problem for a drifted Ornstein-Uhlenbeck process

Mathematical Biosciences

Volumn 189, Issue 2, 2004, Pages 131-140

  Madec, Yoann ^a,c   Japhet, Caroline ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ PARIS 13   (France)

^c BICÊTRE HOSPITAL   (France)

Author keywords

Euler scheme; First passage time; Numerical method; Ornstein Uhlenbeck

Indexed keywords

BIOMARKERS; HEAT CONVECTION; NUMERICAL METHODS; PATIENT TREATMENT; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING; RANDOM PROCESSES;

CONVECTION-DIFFUSION EQUATION; FIRST PASSAGE TIME; HIV-POSITIVE PATIENTS; ORNSTEIN-UHLENBECK PROCESS;

BIOCHEMISTRY;

STATISTICAL ANALYSIS;

ARTICLE; CALCULATION; DENSITY FUNCTIONAL THEORY; HUMAN IMMUNODEFICIENCY VIRUS INFECTION; MODEL; SIMULATION; STATISTICS;

BIOLOGICAL MARKERS; COMPUTER SIMULATION; DISEASE PROGRESSION; HIV INFECTIONS; HUMANS; MODELS, BIOLOGICAL; PROBABILITY; STOCHASTIC PROCESSES; TIME FACTORS;

EID: 1942503238     PISSN: 00255564     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.mbs.2004.02.001     Document Type: Article

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