Memoryless properties on time scales

DOI10.1515/ms-2023-0067OpenAlexW4385578446MaRDI QIDQ6133189

Tom Cuchta, R. J. Niichel

Publication date: 18 August 2023

Published in: Mathematica Slovaca (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ms-2023-0067

zbMATH Keywords

probabilitytime scalesdifference equationsmemoryless

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Dynamic equations on time scales or measure chains (34N05) Real analysis on time scales or measure chains (26E70) PDEs on time scales (35R07)

Cites Work

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• The quadratic variation of Brownian motion on a time scale
• The stochastic dynamic exponential and geometric Brownian motion on isolated time scales
• Itô's formula, the stochastic exponential, and change of measure on general time scales
• Unification of probability theory on time scales
• The Kalman filter on stochastic time scales
• The convolution on time scales
• Inequalities on Time Scales: A Survey
• Brownian Motion Indexed by a Time Scale
• The First Attempt on the Stochastic Calculus on Time Scale
• Consequences of the Memoryless Property for Random Variables
• A Gompertz distribution for time scales
• Delay dynamic equations on isolated time scales and the relevance of one‐periodic coefficients
• Periodicity on isolated time scales

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