Geodesic
Stochastic dynamic equations on general time scales
Electronic Journal of Differential Equations, Tome 2013 (2013).

Voir la notice de l'article provenant de la source Electronic Library of Mathematics

Summary: In this article, we construct stochastic integral and stochastic differential equations on general time scales. We call these equations stochastic dynamic equations. We provide the existence and uniqueness theorem for solutions of stochastic dynamic equations. The crucial tool of our construction is a result about a connection between the time scales Lebesgue integral and the Lebesgue integral in the common sense.
Classification : 34N05, 60H10, 60H05, 26E70, 39A12, 39A10
Keywords: time scale, stochastic integral, stochastic dynamic equation, time scales integral, Markov process 
@article{EJDE_2013__2013__a108,
     author = {Bohner, Martin and Stanzhytskyi, Olexandr M. and Bratochkina, Anastasiia O.},
     title = {Stochastic dynamic equations on general time scales},
     journal = {Electronic Journal of Differential Equations},
     publisher = {mathdoc},
     volume = {2013},
     year = {2013},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/EJDE_2013__2013__a108/}
}
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Bohner, Martin; Stanzhytskyi, Olexandr M.; Bratochkina, Anastasiia O. Stochastic dynamic equations on general time scales. Electronic Journal of Differential Equations, Tome 2013 (2013). http://geodesic.mathdoc.fr/item/EJDE_2013__2013__a108/