Two-dimensional diffusion processes as models in lifetime studies

DOI10.1080/00207721.2011.563870MaRDI QIDQ2935096zbMATH OpenOpenAlexFDO

Authors Djilali Ait Aoudia, Mario Lefebvre

Publication date 22 December 2014

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207721.2011.563870

zbMATH Keywords

Brownian motiondiffusion processesKolmogorov backward equationreliabilitystochastic calculusstopping time

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Brownian motion (60J65) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• Mean First-Passage Time to Zero for Wear Processes
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Cites work

• Accelerated degradation models for failure based on geometric Brownian motion and gamma processes
• Estimating degradation by a Wiener diffusion process subject to measurement error
• Mean First-Passage Time to Zero for Wear Processes
• Modelling accelerated degradation data using Wiener diffusion with a time scale transformation
• Risk-averse control of a three-dimensional wear process
• Wiener processes with random effects for degradation data

Cited in

(3)

• A Diffusion Model for a System Subject to Continuous Wear
• Mean of a first-passage time for a two-dimensional diffusion process
• Maximizing the expected remaining useful lifetime of a weakly controlled device

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