Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses (Q5876576)

scientific article; zbMATH DE number 7648499

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English	Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	scientific article; zbMATH DE number 7648499

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instance of

scholarly article

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title

Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses (English)

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published in

Stochastic Analysis and Applications

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publication date

1 February 2023

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zbMATH Keywords

stochastic differential systems

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non-instantaneous impulse

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fixed point theorem

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mixed Brownian motions

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L\(\hat{e}\)vy noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2021.1990082

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cites work

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Optimal controllability of non-instantaneous impulsive partial stochastic differential systems with fractional sectorial operators

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A study on the mild solution of impulsive fractional evolution equations

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Existence of mild solutions for impulsive neutral Hilfer fractional evolution equations

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Existence of mild solution for evolution equation with Hilfer fractional derivative

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Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps

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Exact null controllability of Sobolev-type Hilfer fractional stochastic differential equations with fractional Brownian motion and Poisson jumps

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Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise

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Approximate controllability of stochastic differential systems driven by a Lévy process

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Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

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Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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Boundary value problems for nonlinear ordinary differential equations of second order in Banach spaces

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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

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Identifiers

DOI

10.1080/07362994.2021.1990082

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5876576