Discrete-space partial dynamic equations on time scales and applications to stochastic processes

Abstrakt

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.

Klíčová slova

• time scales
• partial dynamic equations
• stochastic process
• nonhomogeneous Markov process
• continuous dependence