Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)

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Title not available (Why is that?)
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Cited In (10)

Title not available (Why is that?)
Optimal controls of impulsive fractional stochastic differential systems driven by Rosenblatt process with state-dependent delay
Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)
Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
Infinite-delayed stochastic impulsive differential systems with Poisson jumps
Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations
Sobolev-type fractional stochastic differential equations with non-Lipschitz coefficients
Existence and controllability of impulsive fractional stochastic differential equations driven by Rosenblatt process with Poisson jumps
Multi-term time-fractional stochastic differential equations with non-Lipschitz coefficients
Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

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