Stochastic dynamic equations on time scales

DOI10.1007/S40306-013-0022-3zbMath1284.65010OpenAlexW2022571963MaRDI QIDQ361254

Nguyen Thanh Dieu, Nguyen Huu Du

Publication date: 29 August 2013

Published in: Acta Mathematica Vietnamica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40306-013-0022-3

zbMATH Keywords

time scalesMarkov processstochastic integrationsemimartingaleItô's formulatime-dependent operator

Mathematics Subject Classification ID

Stochastic integrals (60H05) Generation, random and stochastic difference and differential equations (37H10) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic difference equations (39A50)

Related Items (4)

On the stability of stochastic dynamic equations on time scales ⋮ Stabilization of cycles with stochastic prediction-based and target-oriented control ⋮ Square mean almost automorphic solution of stochastic evolution equations with impulses on time scales ⋮ Stability of stochastic dynamic equations with time-varying delay on time scales

Cites Work

• Random matrix products and measures on projective spaces
• Expression of the Lebesgue \(\Delta\)-integral on time scales as a usual Lebesgue integral; application to the calculus of \(\Delta\)-antiderivatives
• Brownian Motion Indexed by a Time Scale
• The First Attempt on the Stochastic Calculus on Time Scale
• A DISCRETE-TIME ITÔ'S FORMULA
• On Square Integrable Martingales
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