Applications of an extended geometric Brownian motion degradation model-Reference-Cited by-同舟云学术

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Applications of an extended geometric Brownian motion degradation model

Published:2020-05-18 Issue: Volume: Page:1-15
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Hsu Yu-Sheng¹,Chen Pei-Chun²,Lee Ming-Yung²,Wu Cheng-Hsun³

Affiliation:

1. Department of Mathematics, National Central University, Chung-Li, Taiwan;

2. Department of Data Science and Big Data Analytics, Providence University, Taichung City, Taiwan;

3. Department of Financial Engineering and Actuarial Mathematics, Soochow University, Taipei City, Taiwan

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2020.1764039

Reference17 articles.

1. Estimation of the input parameters in the Ornstein-Uhlenbeck neuronal model

2. A geometric Brownian motion model for field degradation data

3. Random Perturbations of Dynamical Systems

4. Optimal time to invest when the price processes are geometric Brownian motions

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