Geodesic
Stochastic dynamic equations on general time scales
Electronic journal of differential equations, Tome 2013 (2013)
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},
     year = {2013},
     volume = {2013},
     zbl = {1292.34087},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/EJDE_2013__2013__a108/}
}
TY  - JOUR
AU  - Bohner,  Martin
AU  - Stanzhytskyi,  Olexandr M.
AU  - Bratochkina,  Anastasiia O.
TI  - Stochastic dynamic equations on general time scales
JO  - Electronic journal of differential equations
PY  - 2013
VL  - 2013
UR  - http://geodesic.mathdoc.fr/item/EJDE_2013__2013__a108/
LA  - en
ID  - EJDE_2013__2013__a108
ER  - 
%0 Journal Article
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%A Stanzhytskyi,  Olexandr M.
%A Bratochkina,  Anastasiia O.
%T Stochastic dynamic equations on general time scales
%J Electronic journal of differential equations
%D 2013
%V 2013
%U http://geodesic.mathdoc.fr/item/EJDE_2013__2013__a108/
%G en
%F EJDE_2013__2013__a108
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/