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

Fathalla A. Rihan, Chinnathambi Rajivganthi, Palanisamy Muthukumar

Research output: Contribution to journalArticlepeer-review

22 Citations (Scopus)

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.

Original languageEnglish
Article number5394528
JournalDiscrete Dynamics in Nature and Society
Volume2017
DOIs
Publication statusPublished - 2017

ASJC Scopus subject areas

  • Modelling and Simulation

Fingerprint

Dive into the research topics of 'Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control'. Together they form a unique fingerprint.

Cite this