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<ArticleSet>
<Article>
<Journal>
<PublisherName>OICC Press</PublisherName>
<JournalTitle>Mathematical Sciences</JournalTitle>
<Issn>2251-7456</Issn>
<Volume>20</Volume>
<Issue>3</Issue>
<PubDate PubStatus="epublish">
<Year>2026</Year>
<Month>09</Month>
<Day>30</Day>
</PubDate>
</Journal>
<ArticleTitle>Approximate Null Controllability of Atangana–Baleanu Fractional Stochastic Evolution Equations with Poisson Jumps and Fractional Brownian Motion</ArticleTitle>
<VernacularTitle></VernacularTitle>
<FirstPage></FirstPage>
<LastPage></LastPage>
<ELocationID EIdType="doi">10.57647/mathsci.2026.2003.15</ELocationID>
<Language>EN</Language>
<AuthorList>
<Author>
<FirstName>Yazid</FirstName>
<LastName>Alhojilan</LastName>
<Affiliation>Department of Mathematics, College of Science, Qassim University, Saudi Arabia</Affiliation>
<Identifier Source="ORCID"></Identifier>
</Author>
</AuthorList>
<PublicationType>Journal Article</PublicationType>
<History>
<PubDate PubStatus="received">
<Year>2026</Year>
<Month>09</Month>
<Day>30</Day>
</PubDate>
</History>
<Abstract>This paper investigates the approximate null controllability of a class of Atangana–Baleanu fractional stochas-tic evolution equations in a separable Hilbert space, driven simultaneously by a fractional Brownian motion and a Poisson random measure. The system is governed by the Caputo-type Atangana–Baleanu fractional derivative of order ???? ∈ (1/2, 1), a linear operator generating an ????-resolvent family, a bounded linear con-trol operator, and nonlinear terms satisfying suitable growth and integrability conditions. Assuming that the associated linear system is approximately null controllable and imposing standard Carathéodory-type assump-tions on the nonlinearities, we derive sufficient conditions ensuring the approximate null controllability of the full nonlinear stochastic system in the mean-square sense. The analysis relies on the variation-of-constants formula associated with fractional resolvent families, mean-square estimates for stochastic integrals with re-spect to fractional Brownian motion and compensated Poisson random measures, and a Schauder fixed point argument in an appropriate space of stochastic processes. An illustrative example involving a controlled Atangana–Baleanu fractional stochastic partial differential equation with Dirichlet boundary conditions is provided to demonstrate the applicability of the abstract results.</Abstract>
<ObjectList>
<Object Type="keyword">
<Param Name="value">Fractional Derivatives</Param>
</Object>
<Object Type="keyword">
<Param Name="value">Approximate Null Controllability</Param>
</Object>
<Object Type="keyword">
<Param Name="value">Stochastic Evolution Equations</Param>
</Object>
<Object Type="keyword">
<Param Name="value">Fractional Brownian Motion</Param>
</Object>
<Object Type="keyword">
<Param Name="value">Poisson Jumps</Param>
</Object>
<Object Type="keyword">
<Param Name="value">Stochastic Systems</Param>
</Object>
</ObjectList>
</Article>
</ArticleSet>