Stochastic dynamic equations on time scales

DOI10.1007/s40306-013-0022-3zbMath1284.65010MaRDI 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 scales; Markov process; stochastic integration; semimartingale; Itô's formula; time-dependent operator

Mathematics Subject Classification ID

60H05: Stochastic integrals

37H10: Generation, random and stochastic difference and differential equations

65C30: Numerical solutions to stochastic differential and integral equations

39A50: Stochastic difference equations

Related Items

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, Stabilization of cycles with stochastic prediction-based and target-oriented control, On the stability of stochastic dynamic equations on time scales

Cites Work

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• The First Attempt on the Stochastic Calculus on Time Scale
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