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

to related objects

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.

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: Existence and Stability Results of Stochastic Differential Equations with Non-instantaneous Impulse and Poisson jumps ; volume:9 ; number:1 ; year:2022 ; pages:256-271 ; extent:16
Nonautonomous dynamical systems ; 9, Heft 1 (2022), 256-271 (gesamt 16)

Creator: Varshini, S.
Banupriya, K.
Ramkumar, K.
Ravikumar, K.

DOI: 10.1515/msds-2022-0159

URN: urn:nbn:de:101:1-2023010813021012441622

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 15.08.2025, 7:36 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

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

Other Objects (12)

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

$Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps$

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Arbeitspapier

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

$Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps$

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Arbeitspapier

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

$Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps$

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Arbeitspapier

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

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

Object Details

References and Relationships

Contributors, Places and Time

Further information

Data provider

Associated

Other Objects (12)

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

On neutral impulsive stochastic differential equations with Poisson jumps

Instantaneous stochastic perturbation theory

Stabilization of stochastic regime-switching Poisson jump equations by delay feedback control

Approximate controllability of a semilinear impulsive stochastic system with nonlocal conditions and Poisson jumps

Doubly stochastic poisson processes

pth mean almost periodic solutions to neutral stochastic evolution equations with infinite delay and Poisson jumps

Boundary controllability of nonlocal Hilfer fractional stochastic differential systems with fractional Brownian motion and Poisson jumps

Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump

Existence and multiplicity of solutions for a fourth-order differential system with instantaneous and non-instantaneous impulses

Estimating correlated jumps and stochastic volatilities

Applied stochastic control of jump diffusions

Related objects

Reset password