Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke's subdifferential type
DOI10.1016/J.MATCOM.2018.07.012OpenAlexW2887386337WikidataQ115569103 ScholiaQ115569103MaRDI QIDQ1997316FDOQ1997316
Nagarajan Durga, P. Muthukumar
Publication date: 2 March 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2018.07.012
exponential stabilityPoisson jumpsClarke's generalized subdifferential\( \alpha \)-resolvent operatorfractional stochastic integro-differential equations
Stochastic analysis (60Hxx) Qualitative properties of solutions to partial differential equations (35Bxx) Miscellaneous topics in partial differential equations (35Rxx) Stochastic systems and control (93Exx)
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Cited In (4)
- Optimal control of Sobolev-type stochastic Hilfer fractional non-instantaneous impulsive differential inclusion involving Poisson jumps and Clarke subdifferential
- Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion
- Optimal control of Clarke subdifferential type fractional differential inclusion with non-instantaneous impulses driven by Poisson jumps and its topological properties
- Non‐instantaneous impulsive stochastic FitzHugh–Nagumo equation with fractional Brownian motion
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