- Article
In this paper, by utilizing the resolvent operator theory, the stochastic analysis method and Picard type iterative technique, we first investigate the existence as well as the uniqueness of mild solutions for a class of α ∈ ( 1 , 2 )...
In this paper, by utilizing the resolvent operator theory, the stochastic analysis method and Picard type iterative technique, we first investigate the existence as well as the uniqueness of mild solutions for a class of α ∈ ( 1 , 2 )...
This article focuses on deriving the averaging principle for Hilfer fractional stochastic evolution equations (HFSEEs) driven by Lévy noise. We show that the solutions of the averaged equations converge to the corresponding solutions of the or...
In this study, we investigate the existence of mild solutions for a class of Hilfer fractional stochastic evolution equations with order μ∈(1,2) and type ν∈[0,1]. We prove the existence of mild solutions of Hilfer fractional stochasti...
This paper investigates the controllability of Hilfer fractional stochastic evolution equations (HFSEEs). Initially, we obtain a conclusion regarding the approximate controllability of HFSEEs by employing the Tikhonov-type regularization method and S...
The existence of mild solutions and the approximate controllability for a class of Sobolev-type ψ-Caputo fractional stochastic evolution equations (SCFSEEs) subject to nonlocal conditions and Poisson jumps are investigated in this paper. First, t...
The purpose of this work is to investigate the controllability of non-instantaneous impulsive (NII) Hilfer fractional (HF) neutral stochastic evolution equations with a non-dense domain. We construct a new set of adequate assumptions for the existenc...
This paper investigates non-instantaneous impulsive Hilfer fractional stochastic evolution equations. To obtain a more accurate convergence rate, an equivalent form of the above equation is derived by the time-scale separation method. Then, we prove...
The aim of this article is to consider a class of neutral Caputo fractional stochastic evolution equations with infinite delay (INFSEEs) driven by fractional Brownian motion (fBm) and Poisson jumps in Hilbert space. First, we establish the local and...
We introduce the conformable fractional (CF) noninstantaneous impulsive stochastic evolution equations with fractional Brownian motion (fBm) and Poisson jumps. The approximate controllability for the considered problem was investigated. Principles an...
This paper examines a range of results that can be derived from Einstein’s evolution equation focusing on the effect of introducing a Lévy distribution into the evolution equation. In this context, we examine the derivation (derived excl...
This paper initiates a study on the existence and approximate controllability for a type of non-instantaneous impulsive stochastic evolution equation (ISEE) excited by fractional Brownian motion (fBm) with Hurst index 0<H<1/2. First, to overcom...
This article concentrates on a control system with a nonlocal condition that is driven by neutral stochastic evolution hemivariational inequalities (HVIs) of Sobolev-type Hilfer fractional (HF). In order to illustrate the necessary requirements for t...
In this paper, we concentrate on a control system with a non-local condition that is governed by a Hilfer fractional neutral stochastic evolution hemivariational inequality (HFNSEHVI). By using concepts of the generalized Clarke sub-differential and...
The introduction of fractional-order derivatives to epidemiological compartment models, such as SIR models, has attracted much attention. When this introduction is done in an ad hoc manner, it is difficult to reconcile parameters in the resulting fra...
In this note, we show how an initial value problem for a relaxation process governed by a differential equation of a non-integer order with a constant coefficient may be equivalent to that of a differential equation of the first order with a varying...
This article is devoted to investigating the evolution of the probability density function for power system excited by fractional stochastic noise. First, the single-machine-infinite-bus (SMIB) power system model excited by fractional Gaussian noise...
The nonlinear fractional stochastic differential equation approach with Hurst parameter H within interval H∈(0,1) to study the time evolution of the number of those infected by the coronavirus in countries where the number of cases is large as B...
This work investigates fractional stochastic Schrödinger evolution equations in a Hilbert space, incorporating complex potential symmetry and Poisson jumps. We establish the existence of mild solutions via stochastic analysis, semigroup theory,...
In the present paper, we study the problem of estimating a drift parameter in stochastic evolution equations on graphs. We focus on equations driven by fractional Brownian motions, which are particularly useful e.g., in biology or neuroscience. We de...
Time-fractional evolution equations for probability distributions provide a means of representing an important class of stochastic processes. Their solutions have features that are important in modeling anomalous diffusion and a variety of other real...
Various scholars have lately employed a wide range of strategies to resolve two specific types of symmetrical fractional differential equations. The evolution of a number of real-world systems in the physical and biological sciences exhibits impulsiv...
Empirical studies suggest that asset price fluctuations exhibit “long memory”, “volatility smile”, “volatility clustering” and asset prices present “jump”. To fit the above empirical characteristics of...
An essential mathematical structure that demonstrates the nonlinear short-wave movement across the ferromagnetic materials having zero conductivity in an exterior region is known as the fractional stochastic Kraenkel–Manna–Merle system. I...
The main purpose of the present paper is to investigate the problem of estimating the time-varying coefficient in a stochastic parabolic equation driven by a sub-fractional Brownian motion. More precisely, we introduce a kernel-type estimator for the...
Since the early 1970s, the study of Black–Scholes (BS) partial differential equations (PDEs) under the Efficient Market Hypothesis (EMH) has been a subject of active research in financial engineering. It has now become obvious, even to casual o...
The theme of this essay is that the time of dominance of Newton’s world view in science is drawing to a close. The harbinger of its demise was the work of Poincaré on the three-body problem and its culmination into what is now called cha...
Modern construction materials, including steels, have to combine strength with good formability. In metallic materials, these features are obtained for heterogeneous multiphase microstructures. Design of such microstructures requires advanced numeric...
Introduction: In this work, we develop a multi-scale model to calculate corrections to the prescription dose to predict compensation required for the DNA repair mechanism and the repopulation of the cancer cells due to the occurrence of patient sched...
The Reynolds-averaged Navier–Stokes (RANS)-based stochastic multiple mapping conditioning (MMC) approach has been used to study partially premixed jet flames of dimethyl ether (DME) introduced into a vitiated coflowing oxidizer stream. This stu...