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Approximate controllability of fractional stochastic differential equations driven by mixed fractional Brownian motion via resolvent operators
2016
International Journal of Control
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In this paper, we will study the Approximate controllability of fractional stochastic integro-differential equations which is derived by mixed type of fractional Brownian motion with Hurst parameter H > 1 2 and wiener process in real separable Hilbert space. An example was stated as a application of our result. 0 is F0 -measurable X-valued random variable independent of W and . (. ) ∈ 2 F ([0,T]; U ) is the space of the Ftadapted , U-valued measurable process u(t) on [0,T] such that E ( ) 2 0
doi:10.1080/00207179.2016.1219070
fatcat:ngzlttrbjrcs5otesgarejsv5i