Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses
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fixed point theoremnon-instantaneous impulsestochastic differential systemsL\(\hat{e}\)vy noisemixed Brownian motions
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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Cites work
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- scientific article; zbMATH DE number 2217537 (Why is no real title available?)
- scientific article; zbMATH DE number 2220058 (Why is no real title available?)
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- Applications of fractional calculus in physics
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- Basic Theory of Fractional 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
- Existence and uniqueness analysis of solutions for Hilfer fractional spectral problems with applications
- Existence of mild solution for evolution equation with Hilfer fractional derivative
- Existence of mild solutions for impulsive neutral Hilfer fractional evolution equations
- Existence of positive solutions of the boundary value problem for nonlinear fractional differential equations
- Existence of solutions for nonlinear fractional stochastic differential equations
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- Semigroups of linear operators and applications to partial differential equations
- Semilinear neutral fractional stochastic integro-differential equations with nonlocal conditions
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- Stochastic Equations in Infinite Dimensions
- Stochastic differential equations. An introduction with applications.
- Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps
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Cited in
(4)- Comments on ``Modeling fractional stochastic systems as non-random fractional dynamics driven Brownian motions
- Asymptotic behaviors of solutions to Sobolev-type stochastic differential equations
- Effects of Lévy noise and impulsive action on the averaging principle of Atangana-Baleanu fractional stochastic delay differential equations
- Hilfer fractional stochastic evolution equations on infinite interval
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