Explicit formula of optimal replacement under additive shock processes
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference10 articles.
1. Optimal replacement under a general failure model;Bergman;Advances in Appl. Probability,1978
2. Capacities et Processus Stochastiques;Dellacherie,1972
3. Optimal replacement for systems governed by Markov additive shock processes;Feldman;Ann. Probability,1977
4. Multivariate point processes; Predictable projection, Radon-Nikokym derivatives, representation of martingales;Jacod;Z. Wahrscheinlichkeits theorie under Verw. Gebiete,1975
5. Infinitesimal-look-shead stopping rules;Ross;Ann. Math. Statist.,1971
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