Home > By category > Scripts >Development Tools > Mean First Passage Time of an Ornstein-Uhlenbeck Process



Mean First Passage Time of an Ornstein-Uhlenbeck Process

  • Downloads: 
  • Views: 
  • Rating:

This code determines the mean first passage time (MFPT) of an Ornstein-Uhlenbeck process from analytical solutions obtained from M.U. Thomas (1975), S. Sato (1977), and S. Sato & M. Ricciardi (1988) (all articles published in J. Appl. Prob.).

Note that this code yields a dimensionless MFPT (i.e. MFPT multiplied by the reciprocal of the relaxation time) and only applies to cases where either the initial position or absorbing barrier is zero.

Free download from Shareware Connection - This code determines the mean first passage time (MFPT) of an Ornstein-Uhlenbeck process from analytical solutions obtained from M.U

Publisher: Daniel Charlebois | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 24-06-2013 | Rating: 0 | Title: Mean First Passage Time of an Ornstein-Uhlenbeck Process

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/30015/1/MFPT_OU.zip

More downloads from Mean First Passage Time of an Ornstein-Uhlenbeck Process publisher Daniel Charlebois:

Exact Numerical Simulation of the Ornstein-Uhlenbeck Process - This code implements and plots the exact numerical solution of the Ornstein-Uhlenbeck process and its time integral

Mean First Passage Time of an Ornstein-Uhlenbeck Process keywords:
Mean First Passage Time of an Ornstein-Uhlenbeck Process related downloads:

CareWindows Process Control Master Free Version - CareWindows Process Control Master Free Version is an advanced process management utility that picks up where Task Manager leaves off. It will show you detailed information about a process.

Safe Passage - Safe Passage is a personal VPN (Virtual Private Network) client for Windows that

Time and Attendance - Time and Attendance

QL Time - QL Time is an easy to use application that allows you to manage your workforce.

Forex Time Trading Machine - Forex Time Trading Machine - If you make 1,000 pips you make 1,000% return on your initial margin and then $1,000 would turn in to $10,000.

Shareware Connection periodically updates pricing and software information of 'Mean First Passage Time of an Ornstein-Uhlenbeck Process' from company source 'Daniel Charlebois' , so some information may be slightly out-of-date. You should confirm all information before relying on it. Software piracy is theft,  Using 'Mean First Passage Time of an Ornstein-Uhlenbeck Process' crack, password, serial numbers, registration codes, key generators is illegal and prevent future development of Mean First Passage Time of an Ornstein-Uhlenbeck Process.

New Reviews

Spark Browser - Nearly every PC user needs to browse the web nowadays, irrespective of age and gender. Whether you use a laptop or desktop, it is mandatory to use a web browser to access web or download files. There was a time a majority of Windows users ...

KeePass Password Safe - Using password becomes mandatory for performing various online operations, at both home and workplace. For accessing email accounts, shopping online, making banking transactions and similar tasks it is necessary to use user ids and passwords ...

Baidu PC Faster - To keep your laptop or desktop computer running at peak speed and extract optimal performance out of it, using third party apps may be necessary. While some users still rely on Windows inbuilt PC cleanup and maintenance tools, some third party ...

Menu Uninstaller Ultra - For every Windows user it becomes necessary to remove some programs after prolonged usage. It can be necessary to free up disk space or the app may not simply suit the needs any more. Whatever is the reason, you need to uninstall third party apps ...

PhoXo - Even a few years back, it was mostly graphic design professionals or people involved in print media were seen using image editing applications. With digital camera prices nose-diving and mobile imaging reaching new heights, things have undergone ...

Quick Crypt - PC users have become more conscious and careful about privacy of their data these days, especially about the data they need to share with others. There are valid reasons for this trend. Instances of personal information theft and attacking are on ...

Xion Audio Player - People use computers for various reasons including official work and entertainment. However, it is quite natural for a workaholic to play music files to alleviate boredom at times. If you have no penchant for the WMP bundled with your copy of ...

CamMask - There are several types of webcam software available in market and so you need not stick with the default webcam software of your laptop any longer. However, not all webcam apps can offer you a plethora of fun and dazzling effects as CamMask. ...

HWiNFO32 - While Windows ships with its inbuilt utilities and there are command prompts to diagnose hardware and software components, these may not be feasible for all users. To learn about exact hardware and software configuration in a computer, either ...

Bitcasa - The way computing technology evolves is quite amazing. Even a few years back data backup was limited mostly to external hard drives and DVDs. However, the proliferation of high speed internet access and emergence of cloud storage services have ...




New Downloads

MatLab's Video Lectures
Series - Class01 - Part09

This is the 9th part of 1st
Lecture of the MatLab's Video
Lectures Series in ARABIC
language

Mojo Clicks for Scripts

Mojo Clicks is a simple click
tracker easily installed in
just 4 steps.

GEplot

Creates a file in kmz format
that can be opened into Google
Earth.

OraSchemadoc

OraSchemadoc provides
"JavaDoc" style detailed
documentation for all objects
in schema covering Oracle
specific features.

TEQCFV

Quickly reads in high-data
rate data from *.sn1, *.sn2,
*.mp1

Perfectly Matched
Layer(PML) in FDTD method.

In FDTD method we are
truncated the problem space

SVN Profiling

Read data from files tagged
with SVN
keywords [svn_profile,svn_str
] =
build_svn_profile(folders,keyw
ords,strs) This ...

rbgooey

Rbgooey is an alternative GUI
library for Rubygame users.

LevelTen for Scripts

LevelTen is a top rated, free
web counter statistics
package.

geom2d

Library to handle and
visualize geometric primitives
such as points, lines, circles
and ellipses, polylines and
polygons...

Sequential analysis

In statistics, sequential
analysis or sequential
hypothesis testing is
statistical analysis where the
sample size is not ...

Ingle & Proakis Chapter 3
Solutions

It contains answers to
selected problems from Ingle &
Proakis "Digital Signal
Processing Using Matlab v4.0"
Chapter 3