Abstract
Mean and variance of the first passage time through a constant boundary for the Ornstein-Uhlenbeck process are determined by a straight-forward differentiation of the Laplace transform of the first passage time probability density function. The results of some numerical computations are discussed to shed some light on the input-output behavior of a formal neuron whose dynamics is modeled by a diffusion process of Ornstein-Uhlenbeck type.
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Work supported in part by the Group for Mathematical Information Science (GNIM) of the National Council for Research
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Ricciardi, L.M., Sacerdote, L. The Ornstein-Uhlenbeck process as a model for neuronal activity. Biol. Cybern. 35, 1–9 (1979). https://doi.org/10.1007/BF01845839
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DOI: https://doi.org/10.1007/BF01845839