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

MaRDI QIDQ986012zbMATH OpenFDO

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

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)

Recommendations

• Stochastic dynamic equations on general time scales
• Stochastic dynamic equations on time scales
• Stochastic differential equations in finance
• On the stability of stochastic dynamic equations on time scales
• Stability of stochastic dynamic equations with time-varying delay on time scales

Cites work

• scientific article; zbMATH DE number 45206 (Why is no real title available?)
• scientific article; zbMATH DE number 54145 (Why is no real title available?)
• scientific article; zbMATH DE number 1878575 (Why is no real title available?)
• First and second order linear dynamic equations on time scales
• Stochastic differential equations. An introduction with applications.

Cited in

(12)

• Memoryless properties on time scales
• Existence results of neutral stochastic partial dynamic equations with Stepanov terms on time scales
• 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

This page was built for publication: The stochastic dynamic exponential and geometric Brownian motion on isolated time scales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q986012)