Level crossing problems and drift reliability

DOI10.1007/BF01194784MaRDI QIDQ1361032zbMATHOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4180478 (Why is no real title available?)
• First passage time distribution of a Wiener process with drift concerning two elastic barriers
• Models for Variable-Stress Accelerated Life Testing Experiments Based on Wiener Processes and the Inverse Gaussian Distribution
• Moments of the first-passage time of a Wiener process with drift between two elastic barriers
• The First Passage Problem for a Continuous Markov Process
• The parabolic differential equations and the associated semigroups of transformation
• Zuverlässigkeitsmodelle auf der Grundlage stochastischer Modelle von Verschleiß prozessen

Cited in

(7)

• Exact simulation of the first-passage time of diffusions
• Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling
• Exact simulation of the first passage time through a given level of jump diffusions
• scientific article; zbMATH DE number 4180478 (Why is no real title available?)
• New methods for the condition monitoring of level crossings
• 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

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