Two-dimensional diffusion processes as models in lifetime studies

DOI10.1080/00207721.2011.563870zbMath1317.60099OpenAlexW2091003734MaRDI QIDQ2935096

Djilali Ait Aoudia, Mario Lefebvre

Publication date: 22 December 2014

Published in: International Journal of Systems Science (Search for Journal in Brave)

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

zbMATH Keywords

reliabilityBrownian motionstopping timestochastic calculusdiffusion processesKolmogorov backward equation

Mathematics Subject Classification ID

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

Related Items (1)

Maximizing the expected remaining useful lifetime of a weakly controlled device

Cites Work

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

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