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The First Attempt on the Stochastic Calculus on Time Scale.
- Source :
-
Stochastic Analysis & Applications . Nov/Dec2011, Vol. 29 Issue 6, p1057-1080. 24p. - Publication Year :
- 2011
-
Abstract
- The aim of this article is to study the Doob–Meyer decomposition theorem, ∇-stochastic integration and Ito's formula for stochastic processes defined on time scale. The obtained results can be considered as a first attempt on the stochastic calculus on time scale. [ABSTRACT FROM PUBLISHER]
Details
- Language :
- English
- ISSN :
- 07362994
- Volume :
- 29
- Issue :
- 6
- Database :
- Academic Search Index
- Journal :
- Stochastic Analysis & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 66677591
- Full Text :
- https://doi.org/10.1080/07362994.2011.610169