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The Feller process is an one-dimensional diffusion process with linear drift and state-dependent diffusion coefficient vanishing at the origin.
W. Feller, Two singular diffusion problems
1951
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W. Feller, The parabolic differential equations and the associated semi-group transformations
1952
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W. Feller, Diffusion processes in one dimension
1954
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W. Magnus, F. Oberhettinger and R. P. Soni, Formulas and Theorems for the Special Functions of Mathematical Physics
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1966
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1970
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1972
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1973
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1973
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R.M. Capocelli and L.M. Ricciardi, A Diffusion Model for Population Growth in Random Environment
1974
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1974
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L.M. Ricciardi, Diffusion Processes and Related Topics in Biology
1977
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C.W. Gardiner, Handbook of Stochastic Methods
1985
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J.C. Cox, J.E. Ingersoll, S.A. Ross, A Theory of Term Structure of Interest Rates
1985
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1989
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S. Heston, A closed-form solution for options with stochastic volatility with applications to bond and currency options
1993
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V. Lanska, P. Lansky, C.E. Smith, Synaptic transmission in a diffusion model for neural activity
1994
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P. Lansky, L. Sacerdote, F. Tomassetti, On the comparison of Feller and Ornstein-Uhlenbeck models for neural activity
1995
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T. Verechtchaguina, I.M. Sokolov, and L. Schimansky-Geier, First passage time densities in ressonant-and-fire models
2006
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S. Condamin, O. Bénichou, V. Tejedor, R. Voituriez, J. Klafter, First-passage time in complex scale-invariant media
2007
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2007
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2007
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J. Masoliver and J. Perelló, Extreme times for volatility processes
2007
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P. Lansky and S. Ditlevsen, A review of the methods for signal estimation in stochastic diffusion leaky integrate-and-fire neuronal models
2008
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S. Redner, A Guide to First-Passage Processes
2001
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W. Gerstner and W.M. Kistler, Spiking Neuron Models
2002
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J.D. Murray, Mathematical Biology
2002
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A. Dragulescu, V. Yakovenko, Probability distribution of returns in the Heston model with stochastic volatility
2002
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S. Ditlevsen, Estimation of the input parameters in the Feller neuronal model
2006
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S. Azaele, S. Pigolotti, J.R. Banavar, A. Maritan, Dynamical evolution of ecosystems
2006
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R. Jolivet, R. Kobayashi, A. Rauch, R. Naud, S. Shinomoto, W. Gerstner, A Benchmark test for a quantitative assessment of simple neuron models
2008
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E. Bibbona, P. Lansky, R. Sirovich, Estimating input parameters from intracellular recordings in the Feller neuronal model
2010
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T. Tchumatchenko, A. Malyshev, Th. Geisel, M. Volgushev, and F. Wolf, Correlations and Synchrony in Threshold Neuron Models
2010
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S. Azaele, A. Maritan, E. Bertuzzo, I. Rodriguez-Iturbe, and A. Rinaldo, Stochastic dynamics of cholera epidemics
2010
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J.C. Hull, Options, Futures and Other Derivatives
2011
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