Stability of a class of impulsive neutral stochastic functional partial differential equations (Q779103)

The authors consider the equation \begin{align*} d[x(t)+G(t,x_t)]&=[Ax(t)+f(t,x_t)]\,dt+g(t,x_t)\,dW(t)+\sigma(t)\,dB^H(t),\quad &&t\ge 0,\,t\ne t_k\, , \\ \Delta x(t_k)&=x(t^+_k)-x(t^-_k)=I_k(x(t_k)),&&t=t_k\, , \\ x(t)&=\varphi(t),&&\text{- }\tau\le t\le 0\, , \end{align*} in a Hilbert space \(X\), where \(W\) and \(B^H\) are trace-class Wiener process and fractional Brownian motion with the Hurst parameter \(H\in(1/2,1)\), respectively, \(A\) is a generator of an exponentially stable analytic semigroup on \(X\), \(f\), \(g\) and \((-A)^\alpha G\) are globally Lipschitz continuous, \(f(t,0)\), \(g(t,0)\), \(\sigma(t)\) and \((-A)^\alpha G(t,0)\) decay exponentially (for some \(\alpha\in(0,1]\)), \[ \|I_k(x)-I_k(y)\|_X\le d_k\|x-y\|_X,\qquad I_k(0)=0, \] \(\sum_{k=1}^\infty d_k<\infty\), \(t_k\nearrow\infty\), \(\varphi\) is a random initial condition and \(x_t(\theta)=x(t+\theta)\), \(\theta\in[-\tau,0]\). The authors provide additional sufficient conditions upon \(A\), \(\alpha\), \(G\), \(f\), \(g\), \(\sigma\), \(I_k\) and \(\varphi\) such that a solution exists and is exponentially stable in the \(p\)-th moment, i.e., \[ \mathbb E\,\|x(t)\|^p\le Ce^{-\nu t}\|\varphi\|^p,\qquad t\ge 0 \] for some positive \(C\) and \(\nu\).