Wiener processes on 𝕋(q,h) time scales
Mohammad Reza Molaei , Ewa Pawłuszewicz
AbstractIn this paper we deduce a kind of Brownian motion on the time scale 𝕋(q,h). We see that this kind of Wiener process can not be extend to real numbers, and a special concept of Itô integral appears in it. We prove that there exist such Wiener processes. As an application we deduce a stochastic differential equation for knowledge spread, and we determine the form of it’s solutions.
|Journal series||Journal of Interdisciplinary Mathematics, ISSN 0972-0502, e-ISSN 2169-012X, (N/A 20 pkt)|
|Publication size in sheets||0.5|
|Keywords in English||Time scale, Wiener processes, Itô integral, Knowledge spread|
|Internal identifier||ROC 19-20|
|Score||= 20.0, 20-03-2020, ArticleFromJournal|
|Publication indicators||: 2018 = 0.544|
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