Fiabilité des systèmes gouvernés par des équations différentielles stochastiques
Résumé
We try to calculate probabilistic quantities choosen as measures of the reliability of Systems described by processes with small diffusion in the one dimensionnel case. The basic tool used here is the asymptotic expansions of W.K.B. type of the transition density and the density of the probability at time t of the studied processes.
Origine | Accord explicite pour ce dépôt |
---|