Null controllability of nonlocal Sobolev-Type Hilfer fractional stochastic diﬀerential system driven by fractional Brownian motion and Poisson jumps

Journal of Applied Nonlinear Dynamics ◽

10.5890/jand.2021.12.003 ◽

2021 ◽

Vol 10 (4) ◽

pp. 617-626

Author(s):

K. Ravikumar ◽

K. Ramkumar ◽

A. Anguraj

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Differential System ◽

Null Controllability ◽

Sobolev Type ◽

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Exact Null Controllability of Sobolev-Type Hilfer Fractional Stochastic Differential Equations with Fractional Brownian Motion and Poisson Jumps

Bulletin of the Iranian Mathematical Society ◽

10.1007/s41980-018-0043-8 ◽

2018 ◽

Vol 44 (3) ◽

pp. 673-690 ◽

Author(s):

Hamdy M. Ahmed ◽

JinRong Wang

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion ◽

Null Controllability ◽

Sobolev Type ◽

Poisson Jumps ◽

Fractional Stochastic Differential Equations ◽

Exact Null Controllability

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Approximate Controllability via Resolvent Operators of Sobolev-Type Fractional Stochastic Integrodifferential Equations with Fractional Brownian Motion and Poisson Jumps

Bulletin of the Iranian Mathematical Society ◽

10.1007/s41980-018-0183-x ◽

2018 ◽

Vol 45 (4) ◽

pp. 1045-1059 ◽

Author(s):

Hamdy M. Ahmed

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Approximate Controllability ◽

Integrodifferential Equations ◽

Sobolev Type ◽

Resolvent Operators ◽

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On null Controllability of fractional stochastic differential system with fractional Brownian motion

Journal of Control and Decision ◽

10.1080/23307706.2019.1642151 ◽

2019 ◽

pp. 1-26

Author(s):

Hamdy M. Ahmed

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Differential System ◽

Null Controllability

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Sobolev-type Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients

Journal of Partial Differential Equations ◽

10.4208/jpde.v32.n2.4 ◽

2019 ◽

Vol 32 (2) ◽

pp. 144-155

Author(s):

Wentao Zhan and Zhi Li sci

Keyword(s):

Brownian Motion ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion ◽

Sobolev Type ◽

Fractional Stochastic Differential Equations

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Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control

Stochastic Analysis and Applications ◽

10.1080/07362994.2020.1789476 ◽

2020 ◽

Vol 39 (1) ◽

pp. 157-176

Author(s):

K. Ramkumar ◽

K. Ravikumar ◽

S. Varshini

Keyword(s):

Optimal Control ◽

Brownian Motion ◽

Differential Equations ◽

Fractional Derivative ◽

Stochastic Differential Equations ◽

Fractional Brownian Motion ◽

Caputo Fractional Derivative ◽

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Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion

International Journal of Dynamical Systems and Differential Equations ◽

10.1504/ijdsde.2021.10043537 ◽

2021 ◽

Vol 11 (5/6) ◽

pp. 497

Author(s):

K. Dhanalakshmi ◽

P. Balasubramaniam

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Differential System ◽

Stability Result ◽

Mixed Fractional Brownian Motion

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Approximate Controllability for Time-dependent Impulsive Neutral Stochastic Partial Differential Equations with Fractional Brownian Motion and Poisson Jumps

The interdisciplinary journal of Discontinuity Nonlinearity and Complexity ◽

10.5890/dnc.2021.06.005 ◽

2021 ◽

Vol 10 (2) ◽

pp. 227-235

Author(s):

K. Ramkumar ◽

K. Ravikumar ◽

A. Anguraj

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Fractional Brownian Motion ◽

Stochastic Partial Differential Equations ◽

Approximate Controllability ◽

Time Dependent ◽

Poisson Jumps ◽

Partial Differential

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Stability result for fractional neutral stochastic differential system driven by mixed fractional Brownian motion

International Journal of Dynamical Systems and Differential Equations ◽

10.1504/ijdsde.2021.120045 ◽

2021 ◽

Vol 11 (5/6) ◽

pp. 497

Author(s):

K. Dhanalakshmi ◽

P. Balasubramaniam

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Differential System ◽

Stability Result ◽

Mixed Fractional Brownian Motion

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Strong convergence of the split-step θ-method for stochastic age-dependent capital system with Poisson jumps and fractional Brownian motion

Advances in Difference Equations ◽

10.1186/s13662-018-1828-z ◽

2018 ◽

Vol 2018 (1) ◽

Author(s):

Ting Kang ◽

Qimin Zhang

Keyword(s):

Brownian Motion ◽

Strong Convergence ◽

Fractional Brownian Motion ◽

Poisson Jumps ◽

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Maximum Likelihood Estimation in Partially Observed Stochastic Differential System Driven by a Fractional Brownian Motion

Stochastic Analysis and Applications ◽

10.1081/sap-120024701 ◽

2003 ◽

Vol 21 (5) ◽

pp. 995-1007 ◽

Author(s):

J. P. N. Bishwal

Keyword(s):

Brownian Motion ◽

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Fractional Brownian Motion ◽

Differential System ◽

Likelihood Estimation ◽

Partially Observed

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