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Volumn 2006, Issue , 2006, Pages

Characterization of the marginal distributions of Markov processes used in dynamic reliability

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EID: 33645659284     PISSN: 10489533     EISSN: 16872177     Source Type: Journal    
DOI: 10.1155/JAMSA/2006/92156     Document Type: Article
Times cited : (24)

References (13)
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  • 2
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    • On a piece-wise deterministic Markov process model
    • Statistics and Probability Letters
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  • 3
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    • A Numerical scheme to solve integro-differential equations in the dynamic reliability field
    • PSAM 7/ESREL '04, Special Technical Session Springer Berlin
    • C. Cocozza-Thivent R. Eymard S. Mercier A Numerical scheme to solve integro-differential equations in the dynamic reliability field PSAM 7/ ESREL '04, Special Technical Session: "Dynamic reliability: Methods andapplications" Springer Berlin 675-680 2004
    • (2004) "Dynamic Reliability: Methods and Applications" , pp. 675-680
    • Cocozza-Thivent, C.1    Eymard, R.2    Mercier, S.3
  • 4
    • 33645696879 scopus 로고    scopus 로고
    • A numerical scheme for solving integro-differential equations from the dynamic reliability field
    • to appear in IMA Journal of Numerical Analysis
    • C. Cocozza-Thivent R. Eymard S. Mercier A numerical scheme for solving integro-differential equations from the dynamic reliability field to appear in IMA Journal of Numerical Analysis
    • Cocozza-Thivent, C.1    Eymard, R.2    Mercier, S.3
  • 5
    • 2942609232 scopus 로고    scopus 로고
    • On the poisson equation for piecewise-deterministic Markov processes
    • SIAM Journal on Control and Optimization
    • O. L. V. Costa F. Dufour On the poisson equation for piecewise-deterministic Markov processes SIAM Journal on Control and Optimization SIAM Journal on Control and Optimization 42 2003 3 985-1001
    • (2003) SIAM Journal on Control and Optimization , vol.42 , Issue.3 , pp. 985-1001
    • Costa, O.L.V.1    Dufour, F.2
  • 6
    • 4043118461 scopus 로고    scopus 로고
    • Optimal stopping with continuous control of piecewise deterministic Markov processes
    • Stochastics and Stochastic Reports
    • O. L. V. Costa C. A. B. Raymundo F. Dufour Optimal stopping with continuous control of piecewise deterministic Markov processes Stochastics and Stochastic Reports Stochastics and Stochastic Reports 70 2000 1-2 41-73
    • (2000) Stochastics and Stochastic Reports , vol.70 , Issue.1-2 , pp. 41-73
    • Costa, O.L.V.1    Raymundo, C.A.B.2    Dufour, F.3
  • 7
    • 0000816682 scopus 로고
    • Piecewise-deterministic Markov processes: A general class of nondiffusion stochastic models
    • Journal of the Royal Statistical Society. Series B. Methodological
    • M. H. A. Davis Piecewise-deterministic Markov processes: A general class of nondiffusion stochastic models Journal of the Royal Statistical Society. Series B. Methodological Journal of the Royal Statistical Society. Series B. Methodological 46 1984 3 353-388
    • (1984) Journal of the Royal Statistical Society. Series B. Methodological , vol.46 , Issue.3 , pp. 353-388
    • Davis, M.H.A.1
  • 9
    • 0033141140 scopus 로고    scopus 로고
    • Stability of piecewise-deterministic Markov processes
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    • (1999) SIAM Journal on Control and Optimization , vol.37 , Issue.5 , pp. 1483-1502
    • Dufour, F.1    Costa, O.L.V.2
  • 11
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    • A martingale approach to infinite systems of interacting processes
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    • Holley, R.A.1    Stroock, D.W.2
  • 12
    • 0043215177 scopus 로고    scopus 로고
    • Méthodes semi-analytiques et outils de simulation en dynamique probabiliste
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