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

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...

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Bibliographic Details
Main Authors: Rajesh Dhayal, Muslim Malik, Syed Abbas
Format: Article
Language:English
Published: AIMS Press 2019-06-01
Series:AIMS Mathematics
Subjects:
stochastic neutral integro-differential equation
optimal controls
state-dependent delay
fractional Brownian motion
non-instantaneous impulses
Online Access:https://www.aimspress.com/article/10.3934/math.2019.3.663/fulltext.html

Internet

https://www.aimspress.com/article/10.3934/math.2019.3.663/fulltext.html

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