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Volumn 22, Issue 1, 2007, Pages 22-26

A note on the first-passage problem and VanMarcke's approximation - short communication

Author keywords

Binary process; First passage problem; Markov process

Indexed keywords

APPROXIMATION THEORY; BOUNDARY CONDITIONS; HIERARCHICAL SYSTEMS; PROBABILITY DENSITY FUNCTION; PROBLEM SOLVING; RANDOM PROCESSES;

EID: 33750326941     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2006.05.003     Document Type: Article
Times cited : (8)

References (5)
  • 1
    • 0001199065 scopus 로고
    • The first passage problem for continuous Markov processes
    • Darling D.A., and Siegert A.J.F. The first passage problem for continuous Markov processes. Annals of Mathematical Statistics 24 4 (1953) 624-639
    • (1953) Annals of Mathematical Statistics , vol.24 , Issue.4 , pp. 624-639
    • Darling, D.A.1    Siegert, A.J.F.2
  • 2
    • 16344382608 scopus 로고    scopus 로고
    • Simulation of binary random processes with applications to two-phase random media
    • Koutsourelakis P.S., and Deodatis G. Simulation of binary random processes with applications to two-phase random media. Journal of Engineering Mechanics ASCE 131 4 (2005)
    • (2005) Journal of Engineering Mechanics ASCE , vol.131 , Issue.4
    • Koutsourelakis, P.S.1    Deodatis, G.2
  • 3
    • 36149019489 scopus 로고
    • On the first passage time probability problem
    • Siegert A.J.F. On the first passage time probability problem. Physical Review 81 (1951) 617-623
    • (1951) Physical Review , vol.81 , pp. 617-623
    • Siegert, A.J.F.1
  • 5
    • 0016483905 scopus 로고
    • On the distribution of the first-passage time for normal stationary random processes
    • VanMarcke E. On the distribution of the first-passage time for normal stationary random processes. Journal of Applied Mechanics ASME 42 (1975) 215-220
    • (1975) Journal of Applied Mechanics ASME , vol.42 , pp. 215-220
    • VanMarcke, E.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.