IDEAS home Printed from https://ideas.repec.org/a/hin/jnddns/5394528.html
   My bibliography  Save this article

Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control

Author

Listed:
  • Fathalla A. Rihan
  • Chinnathambi Rajivganthi
  • Palanisamy Muthukumar

Abstract

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.

Suggested Citation

  • Fathalla A. Rihan & Chinnathambi Rajivganthi & Palanisamy Muthukumar, 2017. "Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control," Discrete Dynamics in Nature and Society, Hindawi, vol. 2017, pages 1-11, June.
    • Handle: RePEc:hin:jnddns:5394528
    DOI: 10.1155/2017/5394528
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/DDNS/2017/5394528.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/DDNS/2017/5394528.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2017/5394528?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
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Masti, I. & Sayevand, K., 2024. "On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 216(C), pages 263-287.

    More about this item

    Statistics

    Access and download statistics

    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:hin:jnddns:5394528. 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.

    We have no bibliographic references for this item. You can help adding them by using 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: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    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.