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Acta Mathematica Vietnamica

Stochastic dynamic equations on time scales

icon-email Nguyen Huu Du , Nguyen Thanh Dieu

Abstract

The aim of this paper is to consider the $\nabla$-stochastic dynamic equation on time scales. We give a condition for the existence and uniqueness of solutions, study Markovian property of the solutions concerning its time-dependent generator. This work can be considered as a unification and a generalization of similar results in random difference equation and stochastic differential one.