Fractional Stochastic Integro-Differential Equations with Nonintantaneous Impulses: Existence, Approximate Controllability and Stochastic Iterative Learning Control

Global Existence and Controllability to a Stochastic Integro-differential Equation

In this paper, we are focused upon the global uniqueness results for a stochastic integro-differential equation in Fréchet spaces. The main results are proved by using the resolvent operators combined with a nonlinear alternative of Leray-Schauder type in Fréchet spaces due to Frigon and Granas. As an application, a controllability result with one parameter is given to illustrate the theory.

Approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions

In this paper, the approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions and infinite delay in Hilbert spaces is studied. By using the Krasnoselskii-Schaefer-type fixed point theorem and stochastic analysis theory, some sufficient conditions are given for the approximate controllability of the system. At the end, an example is giv...

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

Existence Results for Fractional Order Mixed Type Functional Integro-differential Equations with Impulses

In this paper, we prove the existence of mild solutions for the semilinear fractional order functional of Volterra-Fredholm type differential equations with impulses in a Banach space. The results are obtained by using the theory of fractional calculus, the analytic semigroup theory of linear operators and the fixed point techniques. ifx

Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y...