| Autor: |
Guofeng Tang, Guangyan Jia |
| Jazyk: |
angličtina |
| Rok vydání: |
2022 |
| Předmět: |
|
| Zdroj: |
Journal of Mathematics, Vol 2022 (2022) |
| Druh dokumentu: |
article |
| ISSN: |
2314-4785 |
| DOI: |
10.1155/2022/6217582 |
| Popis: |
The paper aims to establish the related backward stochastic dynamic equations on time scales, BS ∇ Es for short, concerning to ∇-integral on time scales. We present the martingale decomposition theorem on time scales and prove the existence and uniqueness theorem of solutions to BS ∇ Es. This work can be considered as a unification and a generalization of similar results in backward stochastic difference equations and backward stochastic differential equations. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
|
Plný text