Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control

DOI10.1080/07362994.2020.1789476zbMath1462.34106OpenAlexW3044783665MaRDI QIDQ4964414

K. Ramkumar, S. Varshini, K. Ravikumar

Publication date: 2 March 2021

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2020.1789476

zbMATH Keywords

optimal controlfractional Brownian motionsuccessive approximationPoisson jumpsfractional neutral stochastic integrodifferential system

Mathematics Subject Classification ID

Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Neutral functional-differential equations (34K40) Existence theories for problems in abstract spaces (49J27) Functional-differential equations with fractional derivatives (34K37)

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A variation of constant formula for Caputo fractional stochastic differential equations with jump-diffusion ⋮ Hilfer fractional stochastic evolution equations on infinite interval ⋮ Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control ⋮ Approximate controllability and optimal control in fractional differential equations with multiple delay controls, fractional Brownian motion with Hurst parameter in \(0<H<\frac{1}{2}\), and Poisson jumps ⋮ Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions ⋮ Trajectory controllability of impulsive neutral stochastic functional integrodifferential equations driven by fBm with noncompact semigroup via Mönch fixed point ⋮ Qualitative behaviour of stochastic integro-differential equations with random impulses ⋮ Existence and Hyers-Ulam stability of stochastic integrodifferential equations with a random impulse ⋮ Unnamed Item

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