Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type
existence of mild solutionsfractional differential equationsinfinite delayPoisson jumpssectorial operators
Initial value problems, existence, uniqueness, continuous dependence and continuation of solutions to ordinary differential equations (34A12) Functional-differential equations with fractional derivatives (34K37) Neutral functional-differential equations (34K40) One-parameter semigroups and linear evolution equations (47D06) Fixed-point theorems (47H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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.
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