Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
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Caputo derivativeexponential stabilityimpulsive conditionsneutral stochastic fractional differential equationPoisson jumpresolvent operator
Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Integro-ordinary differential equations (45J05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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Cites work
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- scientific article; zbMATH DE number 45101 (Why is no real title available?)
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- THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS
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- The existence of positive mild solutions for fractional differential evolution equations with nonlocal conditions of order \(1<\alpha<2\)
Cited in
(25)- Existence and exponential behavior of multi-valued nonlinear fractional stochastic integro-differential equations with Poisson jumps of Clarke's subdifferential type
- Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods
- Impulsive conformable fractional stochastic differential equations with Poisson jumps
- Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations
- Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
- Impulsive stochastic Volterra integral equations driven by Lévy noise
- Existence and stability results of stochastic differential equations with non-instantaneous impulse and Poisson jumps
- Stability of solutions of Caputo fractional stochastic differential equations
- Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations
- On stability of stochastic differential equations with random impulses driven by Poisson jumps
- Exponential stability of nonlinear fractional stochastic system with Poisson jumps
- scientific article; zbMATH DE number 7563611 (Why is no real title available?)
- Existence and exponential stability for neutral stochastic integrodifferential equation driven by fractional Brownian motion and Poisson jumps
- Moment stability of fractional stochastic evolution equations with Poisson jumps
- Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
- Exponential stability of impulsive neutral stochastic integrodifferential equations driven by a Poisson jumps and time-varying delays
- New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative
- On existence of mild solutions of random impulsive stochastic integrodifferential equations with finite delays
- On the averaging principle for stochastic differential equations involving Caputo fractional derivative
- Exponential stability results for second-order impulsive neutral stochastic differential equations
- Stability analysis of second-order stochastic differential systems with Poisson jumps
- Exploration on the existence and exponential stability results for second-order impulsive stochastic differential equations with delays
- Dynamical behaviors of fractional neutral stochastic integro-differential delay systems with impulses
- Mean-square asymptotic stability of fractional-order SIR model with stochastic perturbation
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