Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps
The paper is motivated by the study of interesting models from economics and the natural sciences where the underlying randomness contains jumps. Stochastic differential equations with Poisson jumps have become very popular in modeling the phenomena arising in the field of financial mathematics, whe...
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Veröffentlicht in: | Applications of mathematics (Prague) 2015-08, Vol.60 (4), p.395-419 |
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