论文标题
根据Girsanov的转换,随时间变化的系统可靠性和无限延迟
Time-Variant System Reliability with Infinite Delay Based on Girsanov's Transformation
论文作者
论文摘要
这项工作解决了动态系统的时间变化系统欣赏模型的可靠性,在该模型中,调节方程表示为随机功能微分方程(SFDEWID)的无限延迟收集。根据蒙特卡洛模拟,基于girsanov的无限延迟SFDES的转换,串联系统和平行系统的可靠性估计形式。
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.