Noninstantaneous impulsive and nonlocal Hilfer fractional stochastic integrodifferential equations with fractional Brownian motion and Poisson jumps

DOI10.1515/ijnsns-2019-0274OpenAlexW3108677500MaRDI QIDQ2669981

Mohamed E. Ramadan, Hamdy M. Ahmed, Mahmoud M. El-Borai

Publication date: 9 March 2022

Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/ijnsns-2019-0274

zbMATH Keywords

fractional Brownian motionnonlocal conditionsPoisson jumpsSadovskii fixed point theoremnoninstantaneous impulsiveHilfer fractional neutral stochastic differential equations

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Nonlinear systems in control theory (93C10) Fractional derivatives and integrals (26A33) Neutral functional-differential equations (34K40)

Related Items (4)

Sobolev-type nonlocal conformable stochastic differential equations ⋮ Trajectory controllability of Hilfer fractional neutral stochastic differential equation with deviated argument and mixed fractional Brownian motion ⋮ Null controllability of Hilfer fractional stochastic integrodifferential equations with noninstantaneous impulsive and Poisson jump ⋮ Trajectory controllability of impulsive neutral stochastic functional integrodifferential equations driven by fBm with noncompact semigroup via Mönch fixed point

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