semilinear stochastic evolution equations with multiplicative l'evy noise are considered‎. ‎the drift term is assumed to be monotone nonlinear and with linear growth‎. ‎unlike other similar works‎, ‎we do not impose coercivity conditions on coefficients‎. ‎we establish the continuous dependence of the mild solution with respect to initial conditions and also on coefficients. ‎as corollarie...

This paper is concerned with the existence of mild solutions to a class of semilinear differential inclusions with nonlocal conditions. By using the fixed point theory for multivalued maps, we get some general results on nonlocal differential inclusions, which include some recent results on nonlocal problems as special cases. An example of partial differential equations is provided to illustrat...

This paper deals with optimal control problems for dynamical systems governed by constrained functional-differential inclusions of neutral type. Such control systems contain time-delays not only in state variables but also in velocity variables, which make them essentially more complicated than delaydifferential (or differential-difference) inclusions. Our main goal is to derive necessary optim...

Stochastic differential equations (SDEs) have been applied by engineers and economists because it can express the behavior of stochastic processes in compact expressions. In this paper, by using Grunwald-Letnikov fractional derivative, the stochastic differential model is improved. Two numerical examples are presented to show efficiency of the proposed model. A numerical optimization approach b...

In this paper, we present theorems which give sufficient conditions for the uniform convergence of measure differential inclusions with certain maximal monotonicity properties. The framework of measure differential inclusions allows us to describe systems with state discontinuities. Moreover, we illustrate how these convergence results for measure differential inclusions can be exploited to sol...