Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control (Q2403886): Difference between revisions
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Revision as of 00:56, 20 March 2024
scientific article
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| English | Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control |
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Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control (English)
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12 September 2017
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Summary: In this work, we consider a class of fractional stochastic differential system with Hilfer fractional derivative and Poisson jumps in Hilbert space. We study the existence and uniqueness of mild solutions of such a class of fractional stochastic system, using successive approximation theory, stochastic analysis techniques, and fractional calculus. Further, we study the existence of optimal control pairs for the system, using general mild conditions of cost functional. Finally, we provide an example to illustrate the obtained results.
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Hilfer fractional derivative
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Poisson jumps
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mild solutions
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