Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type (Q2047340): Difference between revisions

The well-posedness and continuous dependence are presented for the mild solution to a class of stochastic neutral integral-differential equations with infinite delay driven by Poisson jumps on a separable Hilbert space \(\mathbb H\): \[ \begin{aligned} d P(t,x_t)= &\,\int_0^t \frac{(t-s)^{\alpha-2}}{\Gamma(\alpha-1)} A P(s, x_s) d s d t\\ &+ f(t,x_t)d t+ \sigma(t,x_t) d W(t)\\ &+ \int_{\mathbb Z} h(t,x_t,y) \tilde N(d t, dy),\\ &\ x_0\in \mathcal B:=C((-\infty,0];\mathbb H), t\in [0,T], \end{aligned} \] where \(T>0\) is a fixed constant, \((A,\mathcal{A})\) is a densely defined linear operator on \(\mathbb H\) of sectorial type, \(W(t)\) is a Wiener process on \(\mathbb H\) with finite trace nuclear covariance, \(\tilde N\) is a compensated Poisson martingale measure over a reference space \(\mathbb Z\), \(x_t\in \mathcal B\) with \(x_t(\theta):= x(t+\theta)\) for \(\theta\in (-\infty,0]\) is the segment of \(x(\cdot)\) up to time \(t\), and \(P, f, \sigma, h\) are proper defined functionals. The main results are illustrated with specific examples.