Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q∈(1, 2)

R Dhayal, M Malik, S Abbas - Stochastics, 2021 - Taylor & Francis
In this article, we study the stochastic fractional optimal control problem for a system
governed by a class of non-instantaneous impulsive stochastic fractional differential …

Approximate controllability of noninstantaneous impulsive Hilfer fractional integrodifferential equations with fractional Brownian motion

HM Ahmed, MM El-Borai, ASO El Bab… - Boundary Value …, 2020 - Springer
We introduce the investigation of approximate controllability for a new class of nonlocal and
noninstantaneous impulsive Hilfer fractional neutral stochastic integrodifferential equations …

Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process

K Dhanalakshmi… - Stochastic Analysis and …, 2020 - Taylor & Francis
In this manuscript, we establish the stability results of higher-order fractional neutral
stochastic differential system (FNSDs) with infinite delay driven by Poisson jumps and …

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

HM Ahmed, JR Wang - Bulletin of the Iranian Mathematical Society, 2018 - Springer
In this paper, we establish sufficient conditions for exact null controllability of Sobolev type
stochastic differential equations with fractional Brownian motion and Poisson jumps in …

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

HM Ahmed, MM El-Borai, ME Ramadan - Advances in Difference …, 2019 - Springer
By using stochastic analysis, fractional analysis, compact semigroups and the Schauder
fixed-point theorem, we discuss the approximate boundary controllability of a nonlocal Hilfer …

Numerical simulation of fractional-order dynamical systems in noisy environments

ZS Mostaghim, BP Moghaddam… - … and Applied Mathematics, 2018 - Springer
In this paper, the fully discrete scheme is proposed based on the Simpson's quadrature
formula to approximate fractional-order integrals for noisy signals. This strategy is extended …

Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion

A Shahnazi-Pour, BP Moghaddam, A Babaei - Journal of Computational …, 2021 - Elsevier
This paper proposes an accurate and computationally technique for solving fractional
stochastic differential equations driven by fractional Brownian motion with Hurst index that …

Neutral fractional stochastic partial differential equations with Clarke subdifferential

HM Ahmed, HM El-Owaidy, MA AL-Nahhas - Applicable Analysis, 2021 - Taylor & Francis
By using fractional calculus, stochastic analysis theory and fixed point theorems, sufficient
conditions for approximate controllability of nonlocal Sobolev-type neutral fractional …

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

HM Ahmed, MM El-Borai… - International Journal of …, 2021 - degruyter.com
In this paper, we introduce the mild solution for a new class of noninstantaneous and
nonlocal impulsive Hilfer fractional stochastic integrodifferential equations with fractional …

On the averaging principle of Caputo type neutral fractional stochastic differential equations

J Zou, D Luo - Qualitative Theory of Dynamical Systems, 2024 - Springer
In this manuscript, we study the averaging principle for a class of neutral fractional stochastic
differential equations. Firstly, the existence and uniqueness of solution are discussed by …