Stochastic dynamic equations on general time scales
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 constructi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Texas State University
2013-02-01
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| Series: | Electronic Journal of Differential Equations |
| Subjects: | |
| Online Access: | http://ejde.math.txstate.edu/Volumes/2013/57/abstr.html |