Stochastic Dynamic Equations on General Time Scales
Abstract
In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations. We provide the existence and uniqueness theorem for solutions of stochastic dynamic equations. The crucial tool of our construction is a result about a connection between the time scales Lebesgue integral and the Lebesgue integral in the common sense. © 2013 Texas State University San Marcos.
Recommended Citation
M. Bohner et al., "Stochastic Dynamic Equations on General Time Scales," Electronic Journal of Differential Equations, vol. 2013, Texas State University; Department of Mathematics, Feb 2013.
Department(s)
Mathematics and Statistics
Keywords and Phrases
Markov process; Stochastic dynamic equation; Stochastic integral; Time scale; Time scales integral
International Standard Serial Number (ISSN)
1072-6691
Document Type
Article - Journal
Document Version
Final Version
File Type
text
Language(s)
English
Rights
© 2024 Texas State University; Department of Mathematics, All rights reserved.
Creative Commons Licensing
This work is licensed under a Creative Commons Attribution 4.0 License.
Publication Date
26 Feb 2013
