The first attempt on the stochastic calculus on time scale (Q3114571)
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scientific article; zbMATH DE number 6007151
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The first attempt on the stochastic calculus on time scale |
scientific article; zbMATH DE number 6007151 |
Statements
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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0.7854229807853699
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0.7558506727218628
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0.7483826279640198
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0.7461051940917969
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