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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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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spelling my.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 https://doi.org/10.1080/07362994.2018.1524303 doi:10.1080/07362994.2018.1524303
institution Universiti Malaya
building UM Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Malaya
content_source UM Research Repository
url_provider http://eprints.um.edu.my/
topic Q Science (General)
QA Mathematics
spellingShingle Q Science (General)
QA Mathematics
Balasubramaniam, Pagavathi
Saravanakumar, S.
Ratnavelu, Kurunathan
Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps
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.
format Article
author Balasubramaniam, Pagavathi
Saravanakumar, S.
Ratnavelu, Kurunathan
author_facet Balasubramaniam, Pagavathi
Saravanakumar, S.
Ratnavelu, Kurunathan
author_sort Balasubramaniam, Pagavathi
title 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_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_sort study a class of hilfer fractional stochastic integrodifferential equations with poisson jumps
publisher Taylor & Francis
publishDate 2018
url http://eprints.um.edu.my/22358/
https://doi.org/10.1080/07362994.2018.1524303
_version_ 1646210218701357056
score 13.160551