A generalized Wiener process with dependent degradation rate and volatility and time-varying mean-to-variance ratio

Shirong Zhou, Yincai Tang, Ancha Xu. A generalized Wiener process with dependent degradation rate and volatility and time-varying mean-to-variance ratio. Rel. Eng. & Sys. Safety, 216:107895, 2021. [doi]

Abstract

Abstract is missing.