Solvability and optimal controls of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion

In this manuscript, a new class of non-instantaneous impulsive stochastic neutral integro-differential equation driven by fractional Brownian motion (fBm, in short) with state-dependent delay and their stochastic optimal control problem is studied. We utilize the theory of the resolvent operator and...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Main Authors: Rajesh Dhayal, Muslim Malik, Syed Abbas
Formato: Artigo
Idioma:Inglês
Publicado em: AIMS Press 2019-06-01
Colecção:AIMS Mathematics
Assuntos:
stochastic neutral integro-differential equation
optimal controls
state-dependent delay
fractional Brownian motion
non-instantaneous impulses
Acesso em linha:https://www.aimspress.com/article/10.3934/math.2019.3.663/fulltext.html
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!

Registos relacionados