Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type

DOI10.1007/s41478-020-00282-6zbMath1472.60101OpenAlexW3095884926WikidataQ115371148 ScholiaQ115371148MaRDI QIDQ2047340

R. Jahir Hussain, S. Satham Hussain

Publication date: 19 August 2021

Published in: The Journal of Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s41478-020-00282-6

zbMATH Keywords

infinite delayfractional differential equationssectorial operatorsPoisson jumpsexistence of mild solutions

Mathematics Subject Classification ID

One-parameter semigroups and linear evolution equations (47D06) Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Fixed-point theorems (47H10) Neutral functional-differential equations (34K40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Functional-differential equations with fractional derivatives (34K37)

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