Mean First-Passage Time to Zero for Wear Processes

DOI10.1080/15326340903291339zbMath1235.60104OpenAlexW1974128209MaRDI QIDQ3562372

Mario Lefebvre

Publication date: 21 May 2010

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340903291339

zbMATH Keywords

lifetimemean of first-passage timesystem of two stochastic differential equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Boundary theory for Markov processes (60J50)

Related Items (4)

Two-dimensional diffusion processes as models in lifetime studies ⋮ An optimal control problem for the maintenance of a machine ⋮ A semi-Markov process with an inverse Gaussian distribution as sojourn time ⋮ Mean first passage times of two-dimensional processes with jumps

Cites Work

• Unnamed Item
• Applied stochastic processes.
• Moment generating function of a first hitting place for the integrated Ornstein-Uhlenbeck process
• A winding problem for a resonator driven by a white noise
• On the First Passage of the Integrated Wiener Process
• First-Passage Distributions of Bidimensional Processes

This page was built for publication: Mean First-Passage Time to Zero for Wear Processes