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

DOI10.1016/J.AML.2014.06.002MaRDI QIDQ2349376zbMATH OpenOpenAlexFDO

Authors Michal Friesl, Antonín Slavík, Petr Stehlík

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

continuous dependencenonhomogeneous Markov processpartial dynamic equationsstochastic processtime scales

Mathematics Subject Classification ID

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

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Cites work

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Cited in

(17)

• Partial differential equations on time scales
• Discrete-space systems of partial dynamic equations and discrete-space wave equation
• Maximum principles for discrete and semidiscrete reaction-diffusion equation
• On an approach for evaluating certain trigonometric character sums using the discrete time heat kernel
• Asymptotic behavior of solutions to the semidiscrete diffusion equation
• An application of variational approach to a class of damped vibration problems with impulsive effects on time scales
• Discrete advection-diffusion equations on graphs: maximum principle and finite volumes
• Invariant regions for systems of lattice reaction-diffusion equations
• Well-posedness and maximum principles for lattice reaction-diffusion equations
• Fundamental solutions for semidiscrete evolution equations via Banach algebras
• Stochastic dynamic equations on time scales
• Time discretization of a setvalued stochastic dynamic system
• Space-Time Approximation of Stochastic $p$-Laplace-Type Systems
• Spatial maxima, unimodality, and asymptotic behaviour of solutions to discrete diffusion-type equations
• The semidiscrete damped wave equation with a fractional Laplacian
• The heat equation on time scales
• Discrete diffusion-type equation on regular graphs and its applications

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