Author:
Cocozza-Thivent Christiane,Eymard Robert,Mercier Sophie,Roussignol Michel
Abstract
In dynamic reliability, the evolution of a system is described by
a piecewise deterministic Markov process (It,Xt)t≥0
with state-space E×ℝd, where E is finite. The
main result of the present paper is the characterization of the
marginal distribution of the Markov process
(It,Xt)t≥0
at time t, as the unique solution of a
set of explicit integro-differential equations, which can be seen
as a weak form of the Chapman-Kolmogorov equation. Uniqueness is
the difficult part of the result.
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Cited by
11 articles.
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