Level crossing problems and drift reliability

DOI10.1007/BF01194784zbMath0881.90061OpenAlexW2087120410MaRDI QIDQ1361032

Petra Kurth, Marco Dominé, Volkmar Pieper

Publication date: 23 July 1997

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01194784

zbMATH Keywords

diffusion processlifetime distributiondrift processesfirst exit theoryreliability of products

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Reliability and life testing (62N05)

Related Items

First passage times of two-dimensional correlated processes: analytical results for the Wiener process and a numerical method for diffusion processes ⋮ Weak convergence of marked point processes generated by crossings of multivariate jump processes. applications to neural network modeling ⋮ Parameter inference from hitting times for perturbed Brownian motion ⋮ Exact simulation of the first-passage time of diffusions ⋮ Exact simulation of the first passage time through a given level of jump diffusions

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