On neutral impulsive stochastic differential equations with Poisson jumps
نویسندگان
چکیده
منابع مشابه
Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps
Abstract: The current paper is concerned with the controllability of nonlocal secondorder impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a ne...
متن کاملMean Square Stability of Impulsive Stochastic Delay Differential Equations with Markovian Switching and Poisson Jumps
In the paper, based on stochastic analysis theory and Lyapunov functional method, we discuss the mean square stability of impulsive stochastic delay differential equations with markovian switching and poisson jumps, and the sufficient conditions of mean square stability have been obtained. One example illustrates the main results. Furthermore, some well-known results are improved and generalize...
متن کاملStochastic Differential Equations with Jumps
Gradient estimates and a Harnack inequality are established for the semigroup associated to stochastic differential equations driven by Poisson processes. As applications, estimates of the transition probability density, the compactness and ultraboundedness of the semigroup are studied in terms of the corresponding invariant measure.
متن کاملStochastic differential equations with jumps,
This paper is a survey of uniqueness results for stochastic differential equations with jumps and regularity results for the corresponding harmonic functions. Subject classifications: Primary 60H10; Secondary 60H30, 60J75
متن کاملA Note on the Existence and Uniqueness for Neutral Stochastic Differential Equations With Infinite Delays and Poisson Jumps
This paper studies the existence and uniqueness of a mild solution, satisfying Caratheodory conditions, for a neutral stochastic partial functional differential equation with infinite delays and Poisson jumps.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Advances in Difference Equations
سال: 2018
ISSN: 1687-1847
DOI: 10.1186/s13662-018-1721-9