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

DOI10.1080/07362994.2021.1990082OpenAlexW3209319589MaRDI QIDQ5876576FDOQ5876576

Authors:

Publication date: 1 February 2023

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2021.1990082

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zbMATH Keywords

fixed point theoremnon-instantaneous impulsestochastic differential systemsL\(\hat{e}\)vy noisemixed Brownian motions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fractional ordinary differential equations (34A08) Ordinary differential equations with impulses (34A37) Ordinary differential equations and systems with randomness (34F05)

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Cited In (4)

• Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
• Hilfer fractional stochastic evolution equations on infinite interval
• Effects of Lévy noise and impulsive action on the averaging principle of Atangana-Baleanu fractional stochastic delay differential equations
• Asymptotic behaviors of solutions to Sobolev-type stochastic differential equations

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