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,...

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Bibliographic Details
Main Authors: Balasubramaniam, Pagavathi, Saravanakumar, S., Ratnavelu, Kurunathan
Format: Article
Published: Taylor & Francis 2018
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Online Access:http://eprints.um.edu.my/22358/
https://doi.org/10.1080/07362994.2018.1524303
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Summary: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.