Mean of a first-passage time for a two-dimensional diffusion process

MaRDI QIDQ4986702zbMATH OpenFDO

Authors Mario Lefebvre

Publication date 27 April 2021

zbMATH Keywords

Brownian motionsimilarity solutionKolmogorov backward equationwear process

Mathematics Subject Classification ID

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

Recommendations

• Mean First-Passage Time to Zero for Wear Processes
• Two-dimensional diffusion processes as models in lifetime studies
• A Diffusion Model for a System Subject to Continuous Wear
• First-passage problems for degenerate two-dimensional diffusion processes
• Mean first passage times of two-dimensional processes with jumps

Cited in

(6)

• Mean first passage times of two-dimensional processes with jumps
• Two-dimensional diffusion processes as models in lifetime studies
• Means action times, time lags, and mean first passage times for some diffusion problems
• Elementary derivation for passage times
• First-passage problems for degenerate two-dimensional diffusion processes
• Mean First-Passage Time to Zero for Wear Processes

This page was built for publication: Mean of a first-passage time for a two-dimensional diffusion process

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4986702)