Martingale Decomposition and Backward Stochastic Dynamic Equations on Time Scales. (24th May 2022)

• Record Type: Journal Article
• Authors: Tang, Guofeng; Jia, Guangyan
• Other Names: Martinucci Barbara Academic Editor.
• Is Part Of: Journal of mathematics. Volume 2022(2022)
• Publication Date: 2022-05-24
• Subjects: Mathematics -- Periodicals; Mathematics; Periodicals; 510
• DOI: 10.1155/2022/6217582
• Languages: English
• ISSNs: 2314-4629

Abstract

Abstract : 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.