The stochastic dynamic exponential and geometric Brownian motion on isolated time scales

zbMATH Open1202.60132MaRDI QIDQ986012FDOQ986012

Authors: Suman Sanyal, Martin Bohner 

Publication date: 10 August 2010

Published in: Communications in Mathematical Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cma/1279647309

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zbMATH Keywords

time scalestochastic exponentialstochastic dynamic equationsdynamic geometric Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Real analysis on time scales or measure chains (26E70) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic difference equations (39A50) Foundations of stochastic processes (60G05)

Cites Work

• Title not available (Why is that?)
• Stochastic differential equations. An introduction with applications.
• Title not available (Why is that?)
• Title not available (Why is that?)
• First and second order linear dynamic equations on time scales

Cited In (12)

• Besicovitch almost periodic solutions to stochastic dynamic equations with delays
• Existence and exponential stability of piecewise mean-square almost periodic solutions for impulsive stochastic Nicholson's blowflies model on time scales
• Vector-valued functions on time scales and random differential equations
• On oscillations of the geometric Brownian motion with time-delayed drift
• Itô's formula, the stochastic exponential, and change of measure on general time scales
• Square-mean almost automorphic solution of a stochastic cellular neural network on time scales
• Existence and stability of square-mean almost automorphic solution for neutral stochastic evolution equations with Stepanov-like terms on time scales
• The doubly weighted pseudo‐almost automorphic mild solutions to a class of stochastic dynamic equations
• Almost periodic oscillations for delay impulsive stochastic Nicholson's blowflies timescale model
• Square mean almost automorphic solution of stochastic evolution equations with impulses on time scales
• Memoryless properties on time scales
• Existence results of neutral stochastic partial dynamic equations with Stepanov terms on time scales

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