First passage time of filtered Poisson process with exponential shape function

Probabilistic Engineering Mechanics - Tập 20 - Trang 57-65 - 2005
A. Novikov1, R.E. Melchers2, E. Shinjikashvili1, N. Kordzakhia3
1Department of Mathematical Sciences, University of Technology, Sydney, P.O. Box 123, Broadway, Sydney, NSW 2007, Australia
2Department of Civil Engineering, University of Newcastle, University Drive, Callaghan, NSW 2308, Australia
3Quantitative Analysis Risk Management, Commonwealth Bank of Australia, 120 Pitt Street, Sydney, NSW 1155, Australia

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