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The first-passage probabilities in stochastic processes are important for the evaluation of structural dynamic reliability. In this work, Wiener process’s first-passage probability was analyzed using different methods. It was found that the Poisson process method cannot calculate the first-passage probability of the Wiener process. The analytical expressions for the first-passage time probability distribution function of the Wiener process can be derived through the symmetry or Markov property of the process.
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This page is a summary of: First-passage probability analysis of Wiener process using different methods and its applications in the evaluation of structural durability degradation, European Journal of Environmental and Civil engineering, April 2019, Taylor & Francis,
DOI: 10.1080/19648189.2019.1601134.
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