Záznamy o publikaci.
| Autor | Michal Friesl, Antonín Slavík, Petr Stehliík |
| Název | Discrete-space partial dynamic equations on time scales and applications to stochastic processes |
| Vydáno | Applied Mathematics Letters 37 (2014), 86--90 |
| ISSN | 0893-9659 |
| Abstract | We consider a general class of discrete-space linear partial dynamic
equations. The basic properties of solutions are provided (existence and
uniqueness, sign preservation, maximum principle). Above all, we derive
the following main results: First, we prove that the solutions depend
continuously on the choice of the time scale. Second, we show that,
under certain conditions, the solutions describe probability
distributions of nonhomogeneous Markov processes, and that their time
integrals remain the same for all underlying regular time scales. |
| Keywords | time scales, partial dynamic equations, stochastic process,
nonhomogeneous Markov process, continuous dependence |
| Paper in journal |  Paper in journal |
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