Hilfer-Katugampola fractional stochastic differential inclusions with Clarke sub-differential

Heliyon. 2024 Apr 17;10(8):e29667. doi: 10.1016/j.heliyon.2024.e29667. eCollection 2024 Apr 30.

Abstract

The objective of this paper is to investigate the existence of mild solutions and optimal controls for a class of stochastic Hilfer-Katugampola fractional differential inclusions (SHKFDIs) with non-instantaneous impulsive (NIIs) that is strengthened by Brownian motion (BM) and the Clarke sub-differential. First, we establish a new set of sufficient conditions for the existence of mild solutions of the aforementioned fractional systems by using stochastic analysis, the Clarke sub-differential's characteristics, and the multi-valued fixed point theorem. Subsequently, by employing Balder's theorem, the existence of optimal control pairs for the considered system is investigated. Eventually, an example is provided to validate the obtained results.

Keywords: 34K50; 37L55; 49N25; 93B05; 93E03; Balder's theorem; Hilfer-Katugampola fractional derivative; Measure of non-compactness; Optimal control; Stochastic differential inclusions.