A normal distribution on time scales with application-Reference-Cited by-同舟云学术

A normal distribution on time scales with application

Published:2022 Issue:16 Volume:36 Page:5391-5404
ISSN:0354-5180
Container-title:Filomat
language:en
Short-container-title:Filomat

Author:

Aksoy Ümit¹,Cuchta Tom²,Georgiev Svetlin³,Okur Yeliz⁴

Affiliation:

1. Department of Mathematics, Atilim University, Incek, Ankara, Turkey

2. Department of Computer Science and Mathematics, Fairmont State University, West Virginia, USA

3. Department of Mathematics, Sorbonne University, Paris, France

4. Institute of Applied Mathematics, Middle East Technical University, Ankara, Turkey + State Street Bank International, Poland

Abstract

We introduce a new normal distribution on time scales. Based on this generalized normal distribution, a Brownian motion is introduced and its quadratic variation is derived.

Publisher

National Library of Serbia

Subject

General Mathematics

Reference20 articles.

1. Martin Bohner and Suman Sanyal. The stochastic dynamic exponential and geometric Brownian motion on isolated time scales. Commun. Math. Anal., 8(3):120-135, 2010.

2. Martin Bohner, Olexandr M. Stanzhytskyi, and Anastasiia O. Bratochkina. Stochastic dynamic equations on general time scales. Electron. J. Differ. Equ., 2013:15, 2013.

3. Alberto Cabada and Dolores R. Vivero. Expression of the Lebesgue Δ-integral on time scales as a usual Lebesgue integral; application to the calculus of Δ-antiderivatives. Math. Comput. Modelling, 43(1-2):194-207, 2006.

4. Tom Cuchta, Robert Jon Niichel, and Sabrina Streipert. A Gompertz distribution for time scales. Turk. J. Math., 45(1):185-200, 2021.

5. Nguyen Huu Du and Nguyen Thanh Dieu. Stochastic dynamic equations on time scales. Acta Mathematica Vietnamica, 38(2):317- 338, 2013.

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Memoryless Properties on Time Scales;Mathematica Slovaca;2023-08-01