Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses (Q5876576)

scientific article; zbMATH DE number 7648499

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English	Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	scientific article; zbMATH DE number 7648499

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instance of

scholarly article

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title

Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses (English)

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DOI

10.1080/07362994.2021.1990082

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published in

Stochastic Analysis and Applications

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publication date

1 February 2023

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Mathematics Subject Classification ID

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stochastic differential systems

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non-instantaneous impulse

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fixed point theorem

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mixed Brownian motions

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L\(\hat{e}\)vy noise

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/07362994.2021.1990082

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Basic Theory of Fractional Differential Equations

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Q2735592

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Q3141902

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Almost sure exponential stability of neutral stochastic differential difference equations

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Stochastic Equations in Infinite Dimensions

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Stochastic differential equations. An introduction with applications.

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Existence of solutions for nonlinear fractional stochastic differential equations

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Existence results for an impulsive fractional integro-differential equation with state-dependent delay

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Semilinear neutral fractional stochastic integro-differential equations with nonlocal conditions

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Existence of positive solutions of the boundary value problem for nonlinear fractional differential equations

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Local and global existence of mild solution for impulsive fractional stochastic differential equations

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Optimal controllability of non-instantaneous impulsive partial stochastic differential systems with fractional sectorial operators

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A study on the mild solution of impulsive fractional evolution equations

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Existence of mild solutions for impulsive neutral Hilfer fractional evolution equations

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Existence of mild solution for evolution equation with Hilfer fractional derivative

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

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Hilfer fractional stochastic integro-differential equations

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A class of Hilfer fractional stochastic differential equations and optimal controls

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Existence and uniqueness analysis of solutions for Hilfer fractional spectral problems with applications

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Existence and exponential stability for impulsive neutral stochastic functional differential equations driven by fBm with noncompact semigroup via Mönch fixed point

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

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The existence and Hyers-Ulam stability of solution for an impulsive Riemann-Liouville fractional neutral functional stochastic differential equation with infinite delay of order \(1<\beta<2\)

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Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays

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On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process

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On a new class of abstract impulsive differential equations

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Non-instantaneous impulsive fractional-order implicit differential equations with random effects

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On the existence and stability for noninstantaneous impulsive fractional integrodifferential equation

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Lévy Processes and Stochastic Calculus

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The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise

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Asymptotic behavior, attracting and quasi-invariant sets for impulsive neutral SPFDE driven by Lévy noise

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Approximate controllability of stochastic differential systems driven by a Lévy process

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Semigroups of linear operators and applications to partial differential equations

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Existence and exponential stability in the \(p\)th moment for impulsive neutral stochastic integro-differential equations driven by mixed fractional Brownian motion

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Neutral stochastic delay partial functional integro-differential equations driven by a fractional Brownian motion

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Q5700325

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Q3883053

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Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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Boundary value problems for nonlinear ordinary differential equations of second order in Banach spaces

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Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients

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Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process

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Mathematics(1 entry)

mardi Publication:5876576