Ramkumar, Kasinathan and Ravikumar, Kasinathan (2023) Fractional neutral stochastic integrodifferential equations with Caputo fractional derivative: Rosenblatt process, Poisson jumps and Optimal control. Proyecciones Journal of Mathematics, 42 (3). pp. 549-570.

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Abstract

The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of fractional neutral stochastic
integrodifferential equations driven by Rosenblatt process and Poisson
jumps in Hilbert spaces. First we establish a new set of sufficient
conditions for the existence of mild solutions of the aforementioned
fractional systems by using the successive approximation approach.
The results are formulated and proved by using the fractional calculus, solution operator and stochastic analysis techniques. The existence of optimal control pairs of system governed by fractional neutral
stochastic differential equations driven by Rosenblatt process and poisson jumps is also been presented. An example is provided to illustrate
the theory

Item Type: Article
Uncontrolled Keywords: Fractional neutral stochastic integrodifferential system, Rosenblatt process, Poisson jumps, Optimal control, Successive approximation.
Divisions: PSG College of Arts and Science > Department of Mathematics
Depositing User: Mr Team Mosys
Date Deposited: 04 Jul 2023 09:27
Last Modified: 04 Jul 2023 09:27
URI: http://ir.psgcas.ac.in/id/eprint/1959

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