IDEAS home Printed from https://ideas.repec.org/a/eee/chsofr/v168y2023ics0960077923001030.html
   My bibliography  Save this article

The exponential nature and solvability of stochastic multi-term fractional differential inclusions with Clarke’s subdifferential

Author

Listed:
  • Upadhyay, Anjali
  • Kumar, Surendra

Abstract

This study explores a new class of stochastic multi-term fractional differential inclusions with the Clarke subdifferential involving the Rosenblatt process. The presence and uniqueness of a solution are determined by the successive approximation approach in combination with the stochastic analysis methodology and the resolvent operators. Furthermore, new sufficient conditions are given to ensure the exponential decay of the mild solution without Lipschitz conditions on non-linear terms. We have also provided an example to validate the obtained results.

Suggested Citation

  • Upadhyay, Anjali & Kumar, Surendra, 2023. "The exponential nature and solvability of stochastic multi-term fractional differential inclusions with Clarke’s subdifferential," Chaos, Solitons & Fractals, Elsevier, vol. 168(C).
  • Handle: RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923001030
    DOI: 10.1016/j.chaos.2023.113202
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0960077923001030
    Download Restriction: Full text for ScienceDirect subscribers only

    File URL: https://libkey.io/10.1016/j.chaos.2023.113202?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Maejima, Makoto & Tudor, Ciprian A., 2013. "On the distribution of the Rosenblatt process," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1490-1495.
    2. Durga, N. & Muthukumar, P., 2019. "Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke’s subdifferential type," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 155(C), pages 347-359.
    3. Balasubramaniam, P., 2022. "Solvability of Atangana-Baleanu-Riemann (ABR) fractional stochastic differential equations driven by Rosenblatt process via measure of noncompactness," Chaos, Solitons & Fractals, Elsevier, vol. 157(C).
    4. Rodrigo Ponce, 2016. "Existence of Mild Solutions to Nonlocal Fractional Cauchy Problems via Compactness," Abstract and Applied Analysis, Hindawi, vol. 2016, pages 1-15, September.
    5. Ahmadova, Arzu & Mahmudov, Nazim I., 2020. "Existence and uniqueness results for a class of fractional stochastic neutral differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
    6. Mao, Xuerong, 1995. "Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients," Stochastic Processes and their Applications, Elsevier, vol. 58(2), pages 281-292, August.
    7. Lu, Liang & Liu, Zhenhai & Bin, Maojun, 2016. "Approximate controllability for stochastic evolution inclusions of Clarke’s subdifferential type," Applied Mathematics and Computation, Elsevier, vol. 286(C), pages 201-212.
    8. Surendra Kumar & Shobha Yadav, 2021. "Infinite-delayed stochastic impulsive differential systems with Poisson jumps," Indian Journal of Pure and Applied Mathematics, Springer, vol. 52(2), pages 344-362, June.
    9. N. N. Leonenko & V. V. Anh, 2001. "Rate of convergence to the Rosenblatt distribution for additive functionals of stochastic processes with long-range dependence," International Journal of Stochastic Analysis, Hindawi, vol. 14, pages 1-20, January.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Fan, ShengJun, 2016. "Existence of solutions to one-dimensional BSDEs with semi-linear growth and general growth generators," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 7-15.
    2. Zhang, Wei & Jiang, Long, 2021. "Solutions of BSDEs with a kind of non-Lipschitz coefficients driven by G-Brownian motion," Statistics & Probability Letters, Elsevier, vol. 171(C).
    3. Cao, Guilan & He, Kai, 2007. "Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps," Stochastic Processes and their Applications, Elsevier, vol. 117(9), pages 1251-1264, September.
    4. Sheng Jun Fan, 2018. "Existence, Uniqueness and Stability of $$L^1$$ L 1 Solutions for Multidimensional Backward Stochastic Differential Equations with Generators of One-Sided Osgood Type," Journal of Theoretical Probability, Springer, vol. 31(3), pages 1860-1899, September.
    5. Rong, Situ, 1997. "On solutions of backward stochastic differential equations with jumps and applications," Stochastic Processes and their Applications, Elsevier, vol. 66(2), pages 209-236, March.
    6. Mikko S. Pakkanen & Anthony Réveillac, 2014. "Functional limit theorems for generalized variations of the fractional Brownian sheet," CREATES Research Papers 2014-14, Department of Economics and Business Economics, Aarhus University.
    7. Liu, Jicheng & Ren, Jiagang, 2002. "Comparison theorem for solutions of backward stochastic differential equations with continuous coefficient," Statistics & Probability Letters, Elsevier, vol. 56(1), pages 93-100, January.
    8. Bai, Shuyang & Taqqu, Murad S., 2014. "Generalized Hermite processes, discrete chaos and limit theorems," Stochastic Processes and their Applications, Elsevier, vol. 124(4), pages 1710-1739.
    9. Luo, Danfeng & Tian, Mengquan & Zhu, Quanxin, 2022. "Some results on finite-time stability of stochastic fractional-order delay differential equations," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
    10. Falei Wang & Guoqiang Zheng, 2021. "Backward Stochastic Differential Equations Driven by G-Brownian Motion with Uniformly Continuous Generators," Journal of Theoretical Probability, Springer, vol. 34(2), pages 660-681, June.
    11. Wu, Hao & Wang, Wenyuan & Ren, Jie, 2012. "Anticipated backward stochastic differential equations with non-Lipschitz coefficients," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 672-682.
    12. Yu, Xianye, 2019. "Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion," Statistics & Probability Letters, Elsevier, vol. 155(C), pages 1-1.
    13. Fan, ShengJun & Jiang, Long & Tian, DeJian, 2011. "One-dimensional BSDEs with finite and infinite time horizons," Stochastic Processes and their Applications, Elsevier, vol. 121(3), pages 427-440, March.
    14. Xu, Shuli & Feng, Yuqiang & Jiang, Jun & Nie, Na, 2022. "A variation of constant formula for Caputo fractional stochastic differential equations with jump–diffusion," Statistics & Probability Letters, Elsevier, vol. 185(C).
    15. Huseynov, Ismail T. & Ahmadova, Arzu & Fernandez, Arran & Mahmudov, Nazim I., 2021. "Explicit analytical solutions of incommensurate fractional differential equation systems," Applied Mathematics and Computation, Elsevier, vol. 390(C).
    16. Tomasz Bojdecki & Luis G. Gorostiza & Anna Talarczyk, 2015. "From intersection local time to the Rosenblatt process," Journal of Theoretical Probability, Springer, vol. 28(3), pages 1227-1249, September.
    17. Sheng-Jun Fan & Long Jiang, 2012. "A Generalized Comparison Theorem for BSDEs and Its Applications," Journal of Theoretical Probability, Springer, vol. 25(1), pages 50-61, March.
    18. Barakah Almarri & Xingtao Wang & Ahmed M. Elshenhab, 2022. "Controllability of Stochastic Delay Systems Driven by the Rosenblatt Process," Mathematics, MDPI, vol. 10(22), pages 1-20, November.
    19. José Luís Silva & Mohamed Erraoui & El Hassan Essaky, 2018. "Mixed Stochastic Differential Equations: Existence and Uniqueness Result," Journal of Theoretical Probability, Springer, vol. 31(2), pages 1119-1141, June.
    20. Stefan Kremsner & Alexander Steinicke, 2022. "$${{\varvec{L}}}^{{\varvec{p}}}$$ L p -Solutions and Comparison Results for Lévy-Driven Backward Stochastic Differential Equations in a Monotonic, General Growth Setting," Journal of Theoretical Probability, Springer, vol. 35(1), pages 231-281, March.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:chsofr:v:168:y:2023:i:c:s0960077923001030. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Thayer, Thomas R. (email available below). General contact details of provider: https://www.journals.elsevier.com/chaos-solitons-and-fractals .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.