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Erschienen in:
2003 | OriginalPaper | Buchkapitel
Towards Some Computational Problems Arising in Biological Modeling
verfasst von : Virginia Giorno, Amelia G. Nobile, Enrica Pirozzi, Luigi M. Ricciardi
Erschienen in: Computer Aided Systems Theory - EUROCAST 2003
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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Time-nonhomogeneous diffusion processes confined by a time dependent reflecting boundary are investigated to obtain a system of integral equations concerning the transition pdf in the presence of the reflecting boundary. For Gauss-Markov processes restricted by particular time dependent reflecting boundaries a closed form solution of the transition pdf is derived. Furthermore, the first passage time problem through time-dependent thresholds is analized and a nonsingular second-kind Volterra integral equation for the first passage time pdf is obtained.