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Please use this page instead for the normal view: scientific article; zbMATH DE number 7563611

scientific article; zbMATH DE number 7563611

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 7563611

Statements

scholarly article

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Ramkumar Kasinathan

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Ravikumar Kasinathan

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Elsayed M. Elsayed

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publication date

26 July 2022

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zbMATH Keywords

resolvent operator

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stochastic partial differential equations

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Poisson jumps

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fractional Brownian motion

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successive approximation

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Bihari's inequality

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MaRDI profile type

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Existence and Stability Results for Impulsive Stochastic Functional Integrodiﬀerential Equation with Poisson Jumps

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Existence, uniqueness and stability results of impulsive stochastic semilinear neutral functional differential equations with infinite delays

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Neutral stochastic functional differential equations driven by a fractional Brownian motion in a Hilbert space

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Successive approximation of neutral functional stochastic differential equations with jumps

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Stochastic Calculus for Fractional Brownian Motion and Applications

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Asymptotic Behavior of Neutral Stochastic Partial Functional Integro--Differential Equations Driven by a Fractional Brownian Motion

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Stochastic Equations in Infinite Dimensions

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

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Resolvent Operators for Integral Equations in a Banach Space

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Stability of Mild Solutions of Stochastic Evolution Equations with Variable Delay

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Abstract semilinear stochastic Itô-Volterra integrodifferential equations

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On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators

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Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps

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Fractional Brownian Motions, Fractional Noises and Applications

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The Malliavin Calculus and Related Topics

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

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Existence and uniqueness of solutions to neutral stochastic functional differential equations with Poisson jumps

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Stochastic evolution equations with fractional Brownian motion

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A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.30495/JME.V0I0.1659

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Sitelinks

Mathematics(1 entry)

mardi Publication:5093260

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