Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control
Joint Authors
Rajivganthi, Chinnathambi
Muthukumar, Palanisamy
Rihan, Fathalla A.
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2017, Issue 2017 (31 Dec. 2017), pp.1-11, 11 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2017-06-15
Country of Publication
Egypt
No. of Pages
11
Main Subjects
Abstract EN
In this work, we consider a class of fractional stochastic differential system with Hilfer fractional derivative and Poisson jumps in Hilbert space.
We study the existence and uniqueness of mild solutions of such a class of fractional stochastic system, using successive approximation theory, stochastic analysis techniques, and fractional calculus.
Further, we study the existence of optimal control pairs for the system, using general mild conditions of cost functional.
Finally, we provide an example to illustrate the obtained results.
American Psychological Association (APA)
Rihan, Fathalla A.& Rajivganthi, Chinnathambi& Muthukumar, Palanisamy. 2017. Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control. Discrete Dynamics in Nature and Society،Vol. 2017, no. 2017, pp.1-11.
https://search.emarefa.net/detail/BIM-1151534
Modern Language Association (MLA)
Rihan, Fathalla A.…[et al.]. Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control. Discrete Dynamics in Nature and Society No. 2017 (2017), pp.1-11.
https://search.emarefa.net/detail/BIM-1151534
American Medical Association (AMA)
Rihan, Fathalla A.& Rajivganthi, Chinnathambi& Muthukumar, Palanisamy. Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control. Discrete Dynamics in Nature and Society. 2017. Vol. 2017, no. 2017, pp.1-11.
https://search.emarefa.net/detail/BIM-1151534
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1151534