Support theorem for an SPDE with multiplicative noise driven by a cylindrical Wiener process on the real line
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Partial Differential Equations: Analysis and Computations"
DOI: 10.1007/s40072-019-00152-8
Abstract: We prove a Stroock-Varadhan's type support theorem for a stochastic partial differential equation (SPDE) on the real line with a noise term driven by a cylindrical Wiener process on $L_2 (\mathbb{R})$. The main ingredients of… read more here.
Keywords: wiener process; driven cylindrical; support theorem; cylindrical wiener ... See more keywords
Exact solutions to the homing problem for a Wiener process with jumps
Sign Up to like & getrecommendations! Published in 2020 at "Optimization"
DOI: 10.1080/02331934.2019.1711084
Abstract: We consider the problem of optimally controlling a one-dimensional Wiener process with Poissonian jumps until it leaves the interval . The exact optimal control is obtained in a particular case by solving the differential-difference equation… read more here.
Keywords: solutions homing; exact solutions; problem; wiener process ... See more keywords
First-passage probability analysis of Wiener process using different methods and its applications in the evaluation of structural durability degradation
Sign Up to like & getrecommendations! Published in 2019 at "European Journal of Environmental and Civil Engineering"
DOI: 10.1080/19648189.2019.1601134
Abstract: Abstract The first-passage probabilities in stochastic processes are important for the evaluation of structural reliability. In this work, Wiener process’s first-passage probability was analysed using different methods. First, the Poisson process method was used to… read more here.
Keywords: passage probability; process; first passage; wiener process ... See more keywords
A Wiener Process Model With Dynamic Covariate for Degradation Modeling and Remaining Useful Life Prediction
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Reliability"
DOI: 10.1109/tr.2022.3159273
Abstract: Most industrial products degrade with usage. To capture degradation patterns and schedule condition-based maintenance actions, it is necessary to model the degradation process and predict the system remaining useful life (RUL). In practice, the operating… read more here.
Keywords: wiener process; degradation; remaining useful; model ... See more keywords
Residual life estimation of lithium-ion batteries based on nonlinear Wiener process with measurement error
Sign Up to like & getrecommendations! Published in 2022 at "Proceedings of the Institution of Mechanical Engineers, Part O: Journal of Risk and Reliability"
DOI: 10.1177/1748006x221080345
Abstract: Residual life (RL) estimation is a key issue in the prognostics and health management (PHM). This paper proposes a heuristic algorithm for RL estimation based on the nonlinear Wiener process with measurement error (ME) and… read more here.
Keywords: wiener process; process; parameters estimation; nonlinear wiener ... See more keywords