Level crossing problems and drift reliability

DOI10.1007/BF01194784zbMATH Open0881.90061OpenAlexW2087120410MaRDI QIDQ1361032FDOQ1361032

Authors: Volkmar Pieper, Marco Dominé, Petra Kurth 

Publication date: 23 July 1997

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194784

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zbMATH Keywords

diffusion processlifetime distributiondrift processesfirst exit theoryreliability of products

Mathematics Subject Classification ID

Reliability and life testing (62N05) Reliability, availability, maintenance, inspection in operations research (90B25)

Cites Work

• The parabolic differential equations and the associated semigroups of transformation
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
• The First Passage Problem for a Continuous Markov Process
• Moments of the first-passage time of a Wiener process with drift between two elastic barriers
• First passage time distribution of a Wiener process with drift concerning two elastic barriers
• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen
• Title not available (Why is that?)

Cited In (7)

• Exact simulation of the first-passage time of diffusions
• New methods for the condition monitoring of level crossings
• Title not available (Why is that?)
• Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
• Parameter inference from hitting times for perturbed Brownian motion
• First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes
• Exact simulation of the first passage time through a given level of jump diffusions

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