Mean First-Passage Time to Zero for Wear Processes

DOI10.1080/15326340903291339zbMATH Open1235.60104OpenAlexW1974128209MaRDI QIDQ3562372FDOQ3562372

Authors: Mario Lefebvre 

Publication date: 21 May 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340903291339

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zbMATH Keywords

lifetimemean of first-passage timesystem of two stochastic differential equations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Cites Work

• Title not available (Why is that?)
• A winding problem for a resonator driven by a white noise
• Applied stochastic processes.
• On the First Passage of the Integrated Wiener Process
• Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
• First-Passage Distributions of Bidimensional Processes

Cited In (8)

• Title not available (Why is that?)
• Mean first passage times of two-dimensional processes with jumps
• Two-dimensional diffusion processes as models in lifetime studies
• Mean of a first-passage time for a two-dimensional diffusion process
• A semi-Markov process with an inverse Gaussian distribution as sojourn time
• Explicit solutions to the Kolmogorov backward equation
• Maximizing the expected remaining useful lifetime of a weakly controlled device
• An optimal control problem for the maintenance of a machine

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