A liapunov-like criterion and a first passage-time problems in non-linear stochastic systems

System Modeling and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0006164 ◽

2005 ◽

pp. 424-432

Author(s):

Sueo Sugimoto

Keyword(s):

Stochastic Systems ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Linear Stochastic Systems ◽

First Passage Time Problems

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First-passage time probability of non-linear stochastic systems by generalized cell mapping method

Journal of Sound and Vibration ◽

10.1016/s0022-460x(88)80185-8 ◽

1988 ◽

Vol 124 (2) ◽

pp. 233-248 ◽

Author(s):

J.-Q. Sun ◽

C.S. Hsu

Keyword(s):

Stochastic Systems ◽

First Passage Time ◽

Passage Time ◽

Mapping Method ◽

Cell Mapping ◽

First Passage ◽

Generalized Cell Mapping ◽

Linear Stochastic Systems ◽

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Comments on “first-passage time probability of non-linear stochastic systems by generalized cell mapping method”

Journal of Sound and Vibration ◽

10.1016/0022-460x(89)90745-1 ◽

1989 ◽

Vol 134 (1) ◽

pp. 181-185 ◽

Author(s):

B.F. Spencer ◽

L.A. Bergman

Keyword(s):

Stochastic Systems ◽

First Passage Time ◽

Passage Time ◽

Mapping Method ◽

Cell Mapping ◽

First Passage ◽

Generalized Cell Mapping ◽

Linear Stochastic Systems ◽

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Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance

Applications of Evolutionary Computation - Lecture Notes in Computer Science ◽

10.1007/978-3-642-12242-2_24 ◽

2010 ◽

pp. 232-241

Author(s):

Olena Tsviliuk ◽

Roderick Melnik ◽

Di Zhang

Keyword(s):

Monte Carlo ◽

Credit Risk ◽

First Passage Time ◽

Passage Time ◽

First Passage ◽

Evolutionary Monte Carlo ◽

First Passage Time Problems

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Diffusion Approximations and First Passage Time Problems in Population Biology and Neurobiology

Lecture Notes in Biomathematics - Mathematics in Biology and Medicine ◽

10.1007/978-3-642-93287-8_61 ◽

1985 ◽

pp. 455-468

Author(s):

L. M. Ricciardi

Keyword(s):

Population Biology ◽

First Passage Time ◽

Passage Time ◽

Diffusion Approximations ◽

First Passage ◽

First Passage Time Problems

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Investigation of first-passage-time problems in the two-mode dye laser

Physical Review A ◽

10.1103/physreva.34.2044 ◽

1986 ◽

Vol 34 (3) ◽

pp. 2044-2057 ◽

Author(s):

P. Lett

Keyword(s):

First Passage Time ◽

Passage Time ◽

Dye Laser ◽

First Passage ◽

First Passage Time Problems

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First passage time problems and resonant behavior on a fluctuating lattice

Physica A Statistical Mechanics and its Applications ◽

10.1016/0378-4371(94)90142-2 ◽

1994 ◽

Vol 212 (1-2) ◽

pp. 123-131 ◽

Author(s):

J. Javier Brey ◽

J. Casado-Pascual

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

Resonant Behavior ◽

First Passage Time Problems

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First passage time problems for a class of master equations with separable kernels

Physica A Statistical Mechanics and its Applications ◽

10.1016/0378-4371(83)90109-7 ◽

1983 ◽

Vol 119 (3) ◽

pp. 569-579 ◽

Author(s):

George H. Weiss ◽

Attila Szabo

Keyword(s):

First Passage Time ◽

Passage Time ◽

Master Equations ◽

First Passage ◽

First Passage Time Problems

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A computational approach to first-passage-time problems for Gauss–Markov processes

10.1239/aap/999188324 ◽

2001 ◽

Vol 33 (2) ◽

pp. 453-482 ◽

Author(s):

E. Di Nardo ◽

A. G. Nobile ◽

E. Pirozzi ◽

L. M. Ricciardi

Keyword(s):

Markov Processes ◽

First Passage Time ◽

Passage Time ◽

Computational Approach ◽

First Passage ◽

First Passage Time Problems

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Some first passage time problems for the shortest queue model

Queueing Systems ◽

10.1007/s11134-008-9062-0 ◽

2008 ◽

Vol 58 (2) ◽

pp. 105-119

Author(s):

Haishen Yao ◽

Charles Knessl

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

Queue Model ◽

Shortest Queue ◽

First Passage Time Problems

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First passage time problems with applications to synchronization

2012 IEEE International Conference on Communications (ICC) ◽

10.1109/icc.2012.6364225 ◽

2012 ◽

Author(s):

Watcharapan Suwansantisuk ◽

Moe Z. Win ◽

Lawrence A. Shepp

Keyword(s):

First Passage Time ◽

Passage Time ◽

First Passage ◽

First Passage Time Problems

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