[HTML][HTML] Reliability and availability analysis of stochastic degradation systems based on bivariate Wiener processes

Q Dong, L Cui, S Si - Applied Mathematical Modelling, 2020 - Elsevier
It is still a challenge to study the degradation mechanisms of complex systems with multiple
performance characteristics. This paper develops a two-stage stochastic degradation model …

On the exit time from open sets of some semi-Markov processes

G Ascione, E Pirozzi, B Toaldo - 2020 - projecteuclid.org
In this paper we characterize the distribution of the first exit time from an arbitrary open set
for a class of semi-Markov processes obtained as time-changed Markov processes. We …

A symmetry-based approach for first-passage-times of Gauss-Markov processes through Daniels-type boundaries

E Pirozzi - Symmetry, 2020 - mdpi.com
Symmetry properties of the Brownian motion and of some diffusion processes are useful to
specify the probability density functions and the first passage time density through specific …