Residual Life Prediction Based on Wiener Process with Nonlinear Drift

Wiener process, also known as Brownian motion, was first proposed by Robert Brown, a biologist of the UK, in 1827 based on observing the physical phenomenon that pollen particles “move irregularly” on the liquid surface. Einstein gave a mathematical description of the physical law of this phenomenon for the first time in 1905, which made a remarkable progress in this subject.