Stochastic dynamic equations on time scales
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Publication:361254
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
time scales; Markov process; stochastic integration; semimartingale; Itô's formula; time-dependent operator
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
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Cites Work
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