Exponential stability of impulsive neutral stochastic integrodifferential equations driven by a Poisson jumps and time-varying delays
DOI10.2298/FIL2006809AzbMATH Open1499.34422WikidataQ115495084 ScholiaQ115495084MaRDI QIDQ5865259FDOQ5865259
Authors: K. Ravikumar, E. M. Elsayed, A. Anguraj 
Publication date: 13 June 2022
Published in: Filomat (Search for Journal in Brave)
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exponential stability\(C_0\)-semigroupmild solutionsresolvent operatorsstochastic integrodifferential equations
Processes with independent increments; Lévy processes (60G51) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic integral equations (60H20)
Cites Work
- Stochastic Equations in Infinite Dimensions
- Semigroups of linear operators and applications to partial differential equations
- Analytic resolvent operators for integral equations in Banach space
- Resolvent Operators for Integral Equations in a Banach Space
- Existence and uniqueness of mild solutions to some neutral stochastic partial functional integrodifferential equations with non-Lipschitz coefficients
- Partial differential equations with delayed random perturbations: existence uniqueness and stability of solutions
- Exponential stability for neutral stochastic partial differential equations with delays and Poisson jumps
- Neutral stochastic functional differential equations with infinite delay and Poisson jumps in the \(C_g\) space
- EXISTENCE AND STABILITY OF SOLUTIONS OF STOCHASTIC SEMILINEAR FUNCTIONAL DIFFERENTIAL EQUATIONS
- Almost sure exponential stability for stochastic partial functional differential equations∗
- Exponential stability of nonautonomous stochastic partial differential equations with finite memory
- Existence and regularity of solutions for neutral partial functional integrodifferential equations
- On neutral impulsive stochastic differential equations with Poisson jumps
- Exponential stability and interval stability of a class of stochastic hybrid systems driven by both Brownian motion and Poisson jumps
Cited In (4)
- Exponential stability of nonlinear impulsive neutral integro-differential equations
- Exponential behavior of neutral impulsive stochastic integro-differential equations driven by Poisson jumps and Rosenblatt process
- Exponential stability of implicit numerical solution for nonlinear neutral stochastic differential equations with time-varying delay and Poisson jumps
- Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps
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