Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps
In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer fractional stochastic integrodifferential equations with nonlocal conditions and Poisson jumps in Hilbert spaces. Results will be obtained in the pth mean square sense by using the fractional calculus,...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Taylor & Francis
2018
|
| Subjects: |
| _version_ | 1796961613487538176 |
|---|---|
| author | Balasubramaniam, Pagavathi Saravanakumar, S. Ratnavelu, Kurunathan |
| author_facet | Balasubramaniam, Pagavathi Saravanakumar, S. Ratnavelu, Kurunathan |
| author_sort | Balasubramaniam, Pagavathi |
| collection | UM |
| description | In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer fractional stochastic integrodifferential equations with nonlocal conditions and Poisson jumps in Hilbert spaces. Results will be obtained in the pth mean square sense by using the fractional calculus, semigroup theory and stochastic analysis techniques. The article generalizes many of the existing results in the literature in terms of (1) Riemann–Liouville and Caputo derivatives are the special cases. (2) In the sense of pth mean square norm. (3) Stochastic integrodifferential with nonlocal conditions and Poisson jumps. A numerical example is provided to validate the obtained theoretical results. |
| first_indexed | 2024-03-06T05:56:44Z |
| format | Article |
| id | um.eprints-22358 |
| institution | Universiti Malaya |
| last_indexed | 2024-03-06T05:56:44Z |
| publishDate | 2018 |
| publisher | Taylor & Francis |
| record_format | dspace |
| spelling | um.eprints-223582019-09-13T07:49:29Z http://eprints.um.edu.my/22358/ Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps Balasubramaniam, Pagavathi Saravanakumar, S. Ratnavelu, Kurunathan Q Science (General) QA Mathematics In this article, we derive the sufficient conditions for the existence of mild solutions of Hilfer fractional stochastic integrodifferential equations with nonlocal conditions and Poisson jumps in Hilbert spaces. Results will be obtained in the pth mean square sense by using the fractional calculus, semigroup theory and stochastic analysis techniques. The article generalizes many of the existing results in the literature in terms of (1) Riemann–Liouville and Caputo derivatives are the special cases. (2) In the sense of pth mean square norm. (3) Stochastic integrodifferential with nonlocal conditions and Poisson jumps. A numerical example is provided to validate the obtained theoretical results. Taylor & Francis 2018 Article PeerReviewed Balasubramaniam, Pagavathi and Saravanakumar, S. and Ratnavelu, Kurunathan (2018) Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps. Stochastic Analysis and Applications, 36 (6). pp. 1021-1036. ISSN 0736-2994, DOI https://doi.org/10.1080/07362994.2018.1524303 <https://doi.org/10.1080/07362994.2018.1524303>. https://doi.org/10.1080/07362994.2018.1524303 doi:10.1080/07362994.2018.1524303 |
| spellingShingle | Q Science (General) QA Mathematics Balasubramaniam, Pagavathi Saravanakumar, S. Ratnavelu, Kurunathan Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title | Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title_full | Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title_fullStr | Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title_full_unstemmed | Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title_short | Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
| title_sort | study a class of hilfer fractional stochastic integrodifferential equations with poisson jumps |
| topic | Q Science (General) QA Mathematics |
| work_keys_str_mv | AT balasubramaniampagavathi studyaclassofhilferfractionalstochasticintegrodifferentialequationswithpoissonjumps AT saravanakumars studyaclassofhilferfractionalstochasticintegrodifferentialequationswithpoissonjumps AT ratnavelukurunathan studyaclassofhilferfractionalstochasticintegrodifferentialequationswithpoissonjumps |