Trajectory controllability of neutral stochastic integrodifferential equations with mixed fractional Brownian motion

• Published in: Journal of control and decision Vol. 12; no. 3; pp. 351 - 365
• Main Authors: Chalishajar, Dimplekumar, Kasinathan, Ravikumar, Kasinathan, Ramkumar, Kasinathan, Dhanalakshmi, David, John A.
• Format: Journal Article
• Language: English
• Published: Taylor & Francis 01.05.2025
• Subjects: controllability; Integrodifferential evolution equations; resolvent operator; Rosenblatt process; stability
• ISSN: 2330-7706; 2330-7714
• DOI: 10.1080/23307706.2023.2271899

This work focuses on the existence and trajectory (T-)controllability of mixed fractional Brownian motion (fBm) with the Hurst index $ (\frac {1}{2}, 1) $ ( 1 2 , 1 ) and neutral stochastic integrodifferential equations (NSIDEs) with deviating argument and fBm. Stochastic integrodifferential equations (SIDEs) are solved in Hilbert space using stochastic analysis, the resolvent operator, and Krasnoselskii's fixed point theorem (KFPT). Furthermore, providing adequate assumptions, the T-controllability of the considered system is organised by using extended Gronwall's inequality. We demonstrate the theoretical insights and numerical simulations are included which is unique and makes this work more interesting. The obtained results generalise existing results from [Chalishajar, D. N., George, R. K., & Nandakumaran, A. K. (2010). Trajectory controllability of nonlinear integro-differential system. Journal of Franklin Institute, 347(7), 1065-1075.; Durga, N., Muthukumar, P., & Malik, M. (2022). Trajectory controllability of Hilfer fractional neutral stochastic differential equation with deviated argument and mixed fractional Brownian motion. Optimisation, 1-27.; Muslim, M., & George, R. K. (2019). Trajectory controllability of the nonlinear systems governed by fractional differential equations. Differential Equations and Dynamical Systems, 27, 529-537.; Dhayal, R., Malik, M., & Abbas, S. (2021). Approximate and trajectory controllability of fractional stochastic differential equation with non-instantaneous impulses and Poisson jumps. Asian Journal of Control, 23(6), 2669-2680.].