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

K Ramkumar, K Ravikumar… - Stochastic Analysis and …, 2021 - Taylor & Francis
The objective of this paper is to investigate the existence of mild solutions and optimal
controls for a class of fractional neutral stochastic differential equations (NSDEs) driven by …

Optimal control of Hilfer fractional stochastic integrodifferential systems driven by Rosenblatt process and Poisson jumps

K Ramkumar, K Ravikumar… - Journal of Control and …, 2023 - Taylor & Francis
In this work, the optimal control for a class of Hilfer fractional stochastic integrodifferential
systems driven by Rosenblatt process and Poisson jumps has been discussed in infinite …

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

P Balasubramaniam, S Saravanakumar… - Stochastic Analysis …, 2018 - Taylor & Francis
In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer
fractional stochastic integrodifferential equations with nonlocal conditions and Poisson …

Existence and stability of Ulam–Hyers for neutral stochastic functional differential equations

A Selvam, S Sabarinathan, S Pinelas… - Bulletin of the Iranian …, 2024 - Springer
The primary aim of this paper is to focus on the stability analysis of an advanced neural
stochastic functional differential equation with finite delay driven by a fractional Brownian …

Approximate controllability of nonlinear Hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps

S Saravanakumar… - International Journal of …, 2020 - degruyter.com
This manuscript is concerned with the approximate controllability problem of Hilfer fractional
stochastic differential system (HFSDS) with Rosenblatt process and Poisson jumps. We …

Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion

Y Li, B Li - Stochastics, 2024 - Taylor & Francis
In this paper, we consider a class of mean-field stochastic differential equations driven by
both Brownian motion and fractional Brownian motion. Using the Banach fixed point …

Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control

K Ravikumar, K Ramkumar, HM Ahmed - Proyecciones (Antofagasta), 2023 - SciELO Chile
The objective of this paper is to investigate the existence of mild solutions and optimal
controls for a class of fractional neutral stochastic integrodifferential equations driven by …

Well posedness of second-order impulsive fractional neutral stochastic differential equations

R Kasinathan, D Baleanu, A Annamalai - 2021 - earsiv.cankaya.edu.tr
In this manuscript, we investigate a class of second-order impulsive fractional neutral
stochastic differential equations (IFNSDEs) driven by Poisson jumps in Banach space …