Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions

DOI10.1080/17442508.2021.1980568zbMATH Open1492.34017OpenAlexW3202957254MaRDI QIDQ5094569FDOQ5094569

Authors: Yong Kui Chang, Xiaojing Liu, Zhi-Han Zhao 

Publication date: 3 August 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2021.1980568

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zbMATH Keywords

Poisson jumpscompact \(R_\delta\)-setstochastic evolution integro-differential inclusions

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Ordinary differential inclusions (34A60) Functional-differential equations in abstract spaces (34K30)

Cites Work

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• Title not available (Why is that?)
• Title not available (Why is that?)
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Cited In (4)

• Existence and regularity of solutions for non-autonomous integrodifferential evolution equations involving nonlocal conditions
• Existence result for semilinear fractional stochastic evolution inclusions driven by Poisson jumps
• Large solutions for a class of semilinear integro-differential equations with censored jumps
• Nonconvex optimal control problems for semi-linear neutral integro-differential systems with infinite delay

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