Yıl 2020,
Cilt: 1 Sayı: 2, 71 - 83, 30.07.2020
Ramkumar K
,
K. Ravikumar
,
Elsayed Elsayed
Kaynakça
- Anguraj A., Vinodkumar A., Existence, uniqueness and stability results of impulsive stochastic semi-linear neutral functional differential equations with infinite delays, Electronic Journal of Qualitative Theory of Differential Equations, 2009(67), 1-13, 2009.
- Boufoussi B., Hajji S., Successive approximation of neutral functional stochastic differential equations with jumps, Statistics & Probability Letters, 80(5-6), 324-332, 2010.
- Cui J., Yan L., Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Applied Mathematics and Computation, 218(12), 6776-6784, 2012.
- Sun M., Xu M., Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps, Physica A: Statistical Mechanics and Its Applications, 487, 58-73, 2017.
- Luo J., Liu K., Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps, Stochastic Processes and Their Applications, 118(5), 864-895, 2008.
- Diop M.A., Ezzinbi K., Lo M., Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays, Stochastics: An International Journal of Probability and Stochastic Processes, 86(4), 696-706, 2014.
- Diop M.A., Ezzinbi K., Lo M., Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations, Random Operators and Stochastic Equations, 22(2), 73-83, 2014.
- Caraballo T., Real J., Taniguchi T., The exponential stability of neutral stochastic delay partial differential equations, Discrete & Continuous Dynamical Systems - A, 18(2-3), 295-313, 2007.
- Pazy A., Semigroups of Linear Operators and Applications to Partial Dierential Equations, Vol. 44, Springer Science & Business Media, 2012.
- Diop M.A., Zene M.M., On the asymptotic stability of impulsive neutral stochastic partial integroddifferential equations with variable delays and Poisson jumps, Afrika Matematika, 27(1-2), 215-228, 2016.
- Anguraj A., Ramkumar K., Elsayed E.M., Existence, uniqueness and stability of impulsive stochastic partial neutral functional differential equations with infinite delays driven by a fractional Brownian motion, Discontinuity, Nonlinearity and Complexity, 9(2), 327-337, 2020.
- Anguraj A., Ravikumar K., Existence and stability results for impulsive stochastic functional integrodifferential equations with Poisson jumps, Journal of Applied Nonlinear Dynamics, 8(3), 407-417, 2019.
- Dhanalakshmi K., Balasubramaniam P., Stability result of higher-order fractional neutral stochastic ndifferential system with infinite delay driven by Poisson jumps and Rosenblatt process, Stochastic Analysis and Applications, 38(2), 352-372, 2020.
- Balasubramaniam P., Saravanakumar S., Ratnavelu K., Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps, Stochastic Analysis and Applications, 36(6), 1021- 1036, 2018.
Existence and Exponential Stability of a Class of Impulsive Neutral Stochastic Integrodifferential Equations with Poisson Jumps
Yıl 2020,
Cilt: 1 Sayı: 2, 71 - 83, 30.07.2020
Ramkumar K
,
K. Ravikumar
,
Elsayed Elsayed
Öz
Stochastic differential equations have been investigated as mathematical models to describe the dynamical behavior of real life phenomena. It is essential to take into account the enviromental disturbances as well as the time delay while constructing realistic models in the area of engineering, biology, etc. In this paper by employing the fractional power of operators and semi group theory we obtain some new criteria ensuring the existence and exponential stability of a class of impulsive neutra stochastic integrodierential equations with Poisson jumps. We use xed point strategy to establish some new sufficient conditions that ensure the exponential stability of mild solution in the mean square moment by utilizing an impulsive integral inequality.
Kaynakça
- Anguraj A., Vinodkumar A., Existence, uniqueness and stability results of impulsive stochastic semi-linear neutral functional differential equations with infinite delays, Electronic Journal of Qualitative Theory of Differential Equations, 2009(67), 1-13, 2009.
- Boufoussi B., Hajji S., Successive approximation of neutral functional stochastic differential equations with jumps, Statistics & Probability Letters, 80(5-6), 324-332, 2010.
- Cui J., Yan L., Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps, Applied Mathematics and Computation, 218(12), 6776-6784, 2012.
- Sun M., Xu M., Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps, Physica A: Statistical Mechanics and Its Applications, 487, 58-73, 2017.
- Luo J., Liu K., Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps, Stochastic Processes and Their Applications, 118(5), 864-895, 2008.
- Diop M.A., Ezzinbi K., Lo M., Asymptotic stability of impulsive stochastic partial integrodifferential equations with delays, Stochastics: An International Journal of Probability and Stochastic Processes, 86(4), 696-706, 2014.
- Diop M.A., Ezzinbi K., Lo M., Existence and exponential stability for some stochastic neutral partial functional integrodifferential equations, Random Operators and Stochastic Equations, 22(2), 73-83, 2014.
- Caraballo T., Real J., Taniguchi T., The exponential stability of neutral stochastic delay partial differential equations, Discrete & Continuous Dynamical Systems - A, 18(2-3), 295-313, 2007.
- Pazy A., Semigroups of Linear Operators and Applications to Partial Dierential Equations, Vol. 44, Springer Science & Business Media, 2012.
- Diop M.A., Zene M.M., On the asymptotic stability of impulsive neutral stochastic partial integroddifferential equations with variable delays and Poisson jumps, Afrika Matematika, 27(1-2), 215-228, 2016.
- Anguraj A., Ramkumar K., Elsayed E.M., Existence, uniqueness and stability of impulsive stochastic partial neutral functional differential equations with infinite delays driven by a fractional Brownian motion, Discontinuity, Nonlinearity and Complexity, 9(2), 327-337, 2020.
- Anguraj A., Ravikumar K., Existence and stability results for impulsive stochastic functional integrodifferential equations with Poisson jumps, Journal of Applied Nonlinear Dynamics, 8(3), 407-417, 2019.
- Dhanalakshmi K., Balasubramaniam P., Stability result of higher-order fractional neutral stochastic ndifferential system with infinite delay driven by Poisson jumps and Rosenblatt process, Stochastic Analysis and Applications, 38(2), 352-372, 2020.
- Balasubramaniam P., Saravanakumar S., Ratnavelu K., Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps, Stochastic Analysis and Applications, 36(6), 1021- 1036, 2018.