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Existence and controllability of fractional-order impulsive stochastic system with infinite delay

Toufik Guendouzi (2013)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

This paper is concerned with the existence and approximate controllability for impulsive fractional-order stochastic infinite delay integro-differential equations in Hilbert space. By using Krasnoselskii's fixed point theorem with stochastic analysis theory, we derive a new set of sufficient conditions for the approximate controllability of impulsive fractional stochastic system under the assumption that the corresponding linear system is approximately controllable. Finally, an example is provided...

Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps

Chinnathambi Rajivganthi, Krishnan Thiagu, Palanisamy Muthukumar, Pagavathigounder Balasubramaniam (2015)

Applications of Mathematics

The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, where the jump processes are widely used to describe the asset and commodity price dynamics. This paper addresses the issue of approximate controllability of impulsive fractional stochastic differential...

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