Existence and Stability Results of Stochastic Differential Equations with Non-instantaneous Impulse and Poisson jumps-Reference-Cited by-同舟云学术

Existence and Stability Results of Stochastic Differential Equations with Non-instantaneous Impulse and Poisson jumps

Published:2022-01-01 Issue:1 Volume:9 Page:256-271
ISSN:2353-0626
Container-title:Nonautonomous Dynamical Systems
language:en
Short-container-title:

Author:

Varshini S.¹,Banupriya K.²,Ramkumar K.²,Ravikumar K.¹

Affiliation:

1. Department of Mathematics , PSG College of Arts and Science , Coimbatore , , India

2. Department of Mathematics with Computer Applications , PSG College of Arts and Science , Coimbatore , , India

Abstract

Abstract This paper focuses on a new class of non-instantaneous impulsive stochastic differential equations generated by mixed fractional Brownian motion with poisson jump in real separable Hilbert space. A set of sufficient conditions are generated based on the stochastic analysis technique, analytic semigroup theory of linear operators, fractional power of operators, and fixed point theory to obtain existence and uniqueness results of mild solutions for the considered system. Furthermore, the asymptotic behaviour of the system is investigated. Finally, an example is proposed to validate the obtained results.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Numerical Analysis,Statistics and Probability,Analysis

Link

https://www.degruyter.com/document/doi/10.1515/msds-2022-0159/pdf

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