Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function
DOI10.1007/s11009-014-9410-yzbMath1348.60103OpenAlexW1966872136MaRDI QIDQ905232
Christos H. Skiadas, Charilaos Skiadas
Publication date: 14 January 2016
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-014-9410-y
stochastic differential equationstochastic modelingsimulationsinverse Gaussianfirst exit time probability density functionhealth state functionhitting time modellife table data
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic approximation (62L20) Stopping times; optimal stopping problems; gambling theory (60G40) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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Cites Work
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