Two-dimensional diffusion processes as models in lifetime studies

International Journal of Systems Science

Volumn 43, Issue 10, 2012, Pages 1943-1949

  Lefebvre, Mario ^a   Ait Aoudia, Djilali ^b  

^a ÉCOLE POLYTECHNIQUE DE MONTRÉAL   (Canada)

^b UNIVERSITÉ DE MONTRÉAL   (Canada)

Author keywords

Brownian motion; hitting time; Kolmogorov backward equation; reliability; stochastic calculus

Indexed keywords

DEGENERATE DIFFUSIONS; DETERMINISTIC FUNCTIONS; DIFFUSION PROCESS; EXPECTED VALUES; HITTING TIME; KOLMOGOROV; LIFETIME STUDIES; STOCHASTIC CALCULUS; USEFUL LIFETIME;

BROWNIAN MOVEMENT; RELIABILITY;

TWO DIMENSIONAL;

EID: 84862822655     PISSN: 00207721     EISSN: 14645319     Source Type: Journal    
DOI: 10.1080/00207721.2011.563870     Document Type: Article

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