Discrete-space partial dynamic equations on time scales and applications to stochastic processes

DOI10.1016/j.aml.2014.06.002zbMath1417.35236OpenAlexW2008071609MaRDI QIDQ2349376

Michal Friesl, Petr Stehlík, Antonín Slavík

Publication date: 22 June 2015

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2014.06.002

zbMATH Keywords

time scalesstochastic processcontinuous dependencepartial dynamic equationsnonhomogeneous Markov process

Mathematics Subject Classification ID

Maximum principles in context of PDEs (35B50) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30) PDEs with randomness, stochastic partial differential equations (35R60) Real analysis on time scales or measure chains (26E70) Applications of continuous-time Markov processes on discrete state spaces (60J28)

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Cites Work

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• SOLOW MODELS ON TIME SCALES
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