scientific article; zbMATH DE number 4092942

MaRDI QIDQ3820160zbMATH OpenFDO

Authors H. Roozen, Johan Grasman

Publication date 1989

zbMATH Keywords

first passage problemOrnstein-Uhlenbeck processstochastic dynamical systems

Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05) Finite difference methods for boundary value problems involving PDEs (65N06) Random vibrations in mechanics of particles and systems (70L05) Random vibrations in dynamical problems in solid mechanics (74H50) Fracture and damage (74R99)

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(6)

• Stochastic processes and reliability of systems
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• Stochastic dynamics and reliability of degrading systems

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