TY - JOUR
T1 - Fractional Stochastic Differential Equations with Hilfer Fractional Derivative
T2 - Poisson Jumps and Optimal Control
AU - Rihan, Fathalla A.
AU - Rajivganthi, Chinnathambi
AU - Muthukumar, Palanisamy
N1 - Publisher Copyright:
© 2017 Fathalla A. Rihan et al.
PY - 2017
Y1 - 2017
N2 - 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.
AB - 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.
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U2 - 10.1155/2017/5394528
DO - 10.1155/2017/5394528
M3 - Article
AN - SCOPUS:85021649430
SN - 1026-0226
VL - 2017
JO - Discrete Dynamics in Nature and Society
JF - Discrete Dynamics in Nature and Society
M1 - 5394528
ER -