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Title: Stochastic dynamic equations
Author (s): Sanyal, Suman, 1978-
Advisor(s): Bohner, Martin
Issue Date: 2008
Publisher: Missouri University of Science and Technology
Citation: Sanyal, Suman. "Stochastic Dynamic Equations." Ph.D. Dissertation, Applied Mathematics, Missouri University of Science and Technology, 2008.
Abstract: "We propose a new area of mathematics, namely stochastic dynamic equations, which unifies and extends the theories of stochastic differential equations and stochastic difference equations. After giving a brief introduction to the theory of dynamic equations on time scales, we construct Brownian motion on isolated time scales and prove some of its properties. Then we define stochastic integrals on isolated time scales. The main contribution of this dissertation is to give explicit solutions of linear stochastic dynamic equations on isolated time scales. We illustrate the theoretical results for dynamic stock prices and Ornstein-Uhlenbeck dynamic equations. Finally we study almost sure asymptotic stability of stochastic dynamic equations and mean-square stability for stochastic dynamic Volterra type equations"--Abstract, p. iii.
Type: Thesis/Dissertation
text
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titleStochastic dynamic equations
contributor.advisorBohner, Martin
contributor.authorSanyal, Suman, 1978-
subject.LCSHBrownian motion processes -- Mathematical models.
subject.LCSHFinance -- Mathematical models.
subject.LCSHStochastic processes.
date.issued2008
publisherMissouri University of Science and Technology
identifier.URI
http://scholarsmine.mst.edu/thesis/pdf/Sanyal_09007dcc80519030.pdf
identifier.citationSanyal, Suman. "Stochastic Dynamic Equations." Ph.D. Dissertation, Applied Mathematics, Missouri University of Science and Technology, 2008.
identifier.oclc244249555
descriptionVita.
descriptionThe entire thesis text is included in file.
descriptionTitle from title screen of thesis/dissertation PDF file (viewed August 21, 2008)
descriptionThesis (Ph. D.)--Missouri University of Science and Technology, 2008.
descriptionIncludes bibliographical references (p. 124-131).
descriptionSystem requirements: Adobe Acrobat Reader; Internet browser.
descriptionMode of access: World Wide Web.
description.abstract"We propose a new area of mathematics, namely stochastic dynamic equations, which unifies and extends the theories of stochastic differential equations and stochastic difference equations. After giving a brief introduction to the theory of dynamic equations on time scales, we construct Brownian motion on isolated time scales and prove some of its properties. Then we define stochastic integrals on isolated time scales. The main contribution of this dissertation is to give explicit solutions of linear stochastic dynamic equations on isolated time scales. We illustrate the theoretical results for dynamic stock prices and Ornstein-Uhlenbeck dynamic equations. Finally we study almost sure asymptotic stability of stochastic dynamic equations and mean-square stability for stochastic dynamic Volterra type equations"--Abstract, p. iii.
description.
statementOfResponsibility
by Suman Sanyal.
typeThesis/Dissertation
type.DCMITypetext
rightsThese materials are protected under copyright by the original author.
language.ISO639-2eng
format.extentxi, 132 p. : ill., digital, PDF file.
date.accessioned2008-06-12T17:34:32Z
date.available2008-08-21T17:13:13Z
identifier.persist.URI
http://scholarsmine.mst.edu/thesis/Stochastic_dynamic_e_09007dcc8055e45a.html
Full Text
Sanyal_09007dcc80519030.pdf