Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
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Publication:5086441
exponential stabilityCaputo derivativeresolvent operatorPoisson jumpimpulsive conditionsneutral stochastic fractional differential equation
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Integro-ordinary differential equations (45J05)
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Cited in
(20)- Moment stability of fractional stochastic evolution equations with Poisson jumps
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- Exponential stability of impulsive neutral stochastic integrodifferential equations driven by a Poisson jumps and time-varying delays
- Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations
- Existence and exponential stability for neutral stochastic integrodifferential equation driven by fractional Brownian motion and Poisson jumps
- Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations
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