The first exit time stochastic theory applied to estimate the life-time of a complicated system
DOI10.1007/S11009-019-09699-4zbMath1455.60088OpenAlexW2920059195MaRDI QIDQ2218867
Charilaos Skiadas, Christos H. Skiadas
Publication date: 18 January 2021
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-019-09699-4
fractional derivativessecond order approximationhitting timefirst exit timeinverse Gaussiancomplicated systemsfirst order approximationhuman populationshealth statecar functional statedeath probability densityextended inverse Gaussianhealth state model
Fractional processes, including fractional Brownian motion (60G22) Applications of stochastic analysis (to PDEs, etc.) (60H30) PDEs with randomness, stochastic partial differential equations (35R60)
Cites Work
- Unnamed Item
- Unnamed Item
- Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function
- Second-order approximations to the density, mean and variance of Brownian first-exit times
- Boundary crossing of Brownian motion. Its relation to the law of the iterated logarithm and to sequential analysis
- Exploring the health state of a population by dynamic modeling methods
- Development, Simulation, and Application of First-Exit-Time Densities to Life Table Data
- The first-passage density of a continuous gaussian process to a general boundary
- First exit densities of Brownian motion through one-sided moving boundaries
- The first-passage density of the Brownian motion process to a curved boundary
- The maximum size of a closed epidemic
- Dynamic modelling of life table data
- The minimum of a stationary Markov process superimposed on a U-shaped trend
- On the First Passage Time Probability Problem
This page was built for publication: The first exit time stochastic theory applied to estimate the life-time of a complicated system
