Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

DOI10.1080/17442508.2017.1402899zbMATH Open1498.60205OpenAlexW2781981569WikidataQ115549611 ScholiaQ115549611MaRDI QIDQ5086441FDOQ5086441

Authors: Alka Chadha, S. N. Bora 

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1402899

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• scientific article; zbMATH DE number 6310925

zbMATH Keywords

exponential stabilityCaputo derivativeresolvent operatorPoisson jumpimpulsive conditionsneutral stochastic fractional differential equation

Mathematics Subject Classification ID

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)

Cites Work

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Cited In (13)

• Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations
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• Exponential stability results for second-order impulsive neutral stochastic differential equations
• New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative
• Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods
• Title not available (Why is that?)
• Moment stability of fractional stochastic evolution 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
• Impulsive stochastic Volterra integral equations driven by Lévy noise
• Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process
• Stability of solutions of Caputo fractional stochastic differential equations
• On the averaging principle for stochastic differential equations involving Caputo fractional derivative

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