The First Attempt on the Stochastic Calculus on Time Scale (Q3114571): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/07362994.2011.610169 / rank
 
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Latest revision as of 22:57, 4 July 2024

scientific article
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English
The First Attempt on the Stochastic Calculus on Time Scale
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    The First Attempt on the Stochastic Calculus on Time Scale (English)
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    19 February 2012
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    Doob-Mayer decomposition
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    Itô's formula
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    martingale
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    Lebesgue-Stieltjes measure on time scale
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    Lebesgue-Stieltjes \(\nabla\)-integral
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    natural increasing process
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    stochastic integration
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    time scale
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    \(\nabla\)-stochastic integral
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