Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
Publication:905140
DOI10.1007/s11424-015-3075-7zbMath1327.93085OpenAlexW995477476MaRDI QIDQ905140
Muthukumar Palanisamy, Rajivganthi Chinnathambi
Publication date: 14 January 2016
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-015-3075-7
Hilbert spaceapproximate controllabilitysemigroup theoryPoisson jumpssecond-order neutral stochastic differential equations
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Controllability (93B05) Stochastic systems in control theory (general) (93E03) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)
Related Items (19)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximate controllability of stochastic impulsive functional systems with infinite delay
- Approximate controllability of fractional stochastic evolution equations
- Complete controllability of stochastic evolution equations with jumps
- Approximate controllability of nonlinear deterministic and stochastic systems with unbounded delay
- Stochastic controllability of linear systems with delay in control
- Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
- On existence and uniqueness of stochastic evolution equation with Poisson jumps
- Approximate controllability of second-order stochastic distributed implicit functional differential systems with infinite delay
- Semigroups of linear operators and applications to partial differential equations
- Functional differential equations with infinite delay
- Approximate controllability of neutral functional differential system with unbounded delay
- Controllability of second order impulsive neutral functional differential inclusions with infinite delay
- Successive approximation of neutral functional stochastic differential equations with jumps
- Stochastic controllability and minimum energy control of systems with multiple delays in control
- Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps
- Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps
- On the approximate controllability of the stochastic Maxwell equations
- Approximate Controllability for a Class of Semilinear Abstract Equations
- A Note on the Lack of Exact Controllability for Mild Solutions in Banach Spaces
- Cosine families and abstract nonlinear second order differential equations
- On Concepts of Controllability for Deterministic and Stochastic Systems
- Global Existence and Boundedness of Solutions to the Extensible Beam Equation
- Financial Modelling with Jump Processes
- APPROXIMATE CONTROLLABILITY OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS WITH IMPULSIVE EFFECTS
- Approximate Controllability of Neutral Stochastic Functional Differential Systems with Infinite Delay
- THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS
- Stochastic Controllability of Linear Systems With State Delays
- Abstract Second-Order Damped McKean-Vlasov Stochastic Evolution Equations
- Stochastic differential equations. An introduction with applications.
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps