Existence and uniqueness of mild solutions for nonlinear stochastic impulsive differential equation (Q657125)
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English | Existence and uniqueness of mild solutions for nonlinear stochastic impulsive differential equation |
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Existence and uniqueness of mild solutions for nonlinear stochastic impulsive differential equation (English)
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16 January 2012
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Summary: This paper investigates the existence and uniqueness of mild solutions to general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis, we propose sufficient conditions for the existence and uniqueness of solutions to stochastic differential equations with impulses. An example is also discussed to illustrate the effectiveness of the obtained results.
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stochastic impulsive differential equations
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Schaefer's fixed theorem
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existence and uniqueness
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