Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation
Systems and Control
2023-01-02 v1 Systems and Control
Probability
Abstract
This work addresses the reliability of time-variant system appreciation models of dynamic systems, where regulatory equations are expressed as an infinite delay collection of stochastic functional differential equations (SFDEwID). Reliability estimation forms of series and parallel systems tackled depending on Monte Carlo simulations based on extends Girsanov's transformation for infinite delay SFDEs.
Cite
@article{arxiv.2204.07581,
title = {Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation},
author = {Hussein K. Asker},
journal= {arXiv preprint arXiv:2204.07581},
year = {2023}
}