Existence result for semilinear fractional stochastic evolution inclusions driven by Poisson jumps
DOI10.1007/978-81-322-2485-3_39zbMATH Open1338.34026OpenAlexW2408306568MaRDI QIDQ2801935FDOQ2801935
Authors: P. Tamilalagan, P. Balasubramaniam 
Publication date: 22 April 2016
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-81-322-2485-3_39
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Fractional ordinary differential equations (34A08) Ordinary differential equations and systems with randomness (34F05) Evolution inclusions (34G25)
Cites Work
- Stochastic Equations in Infinite Dimensions
- Semigroups of linear operators and applications to partial differential equations
- Lévy Processes and Stochastic Calculus
- Multivalued fractional differential equations
- Title not available (Why is that?)
- Title not available (Why is that?)
- Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space
- Some new existence results for fractional differential inclusions with boundary conditions
- Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space
- Controllability of fractional neutral stochastic functional differential systems
- Existence results for semilinear fractional differential equations via Kuratowski measure of noncompactness
- Impulsive fractional differential inclusions involving the Caputo fractional derivative
- The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
- Fundamental sets of fractal functions
- SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
Cited In (10)
- Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control
- Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
- Existence results for second-order stochastic differential inclusions driven by Lévy noise
- Existence results on impulsive stochastic semilinear differential inclusions
- Fractional neutral stochastic differential equations with Caputo fractional derivative: fractional Brownian motion, Poisson jumps, and optimal control
- Fractional measure-dependent nonlinear second-order stochastic evolution equations with Poisson jumps
- Existence and stability of Ulam-Hyers for neutral stochastic functional differential equations
- Well posedness of second-order impulsive fractional neutral stochastic differential equations
- Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps
- Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps
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