Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay

DOI10.1007/S10957-010-9792-0MaRDI QIDQ635804zbMATH OpenOpenAlexFDO

Authors Yong Ren, Qing Zhou, Li Chen

Publication date 23 August 2011

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10957-010-9792-0

zbMATH Keywords

existenceinfinite delaymild solutionsstability with respect to initial conditionstochastic evolution equationsuniqueness

Mathematics Subject Classification ID

Stability theory of functional-differential equations (34K20) Functional-differential equations in abstract spaces (34K30) Stochastic functional-differential equations (34K50) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS

Cited in

(55)

• On existence and uniqueness of stochastic evolution equation with Poisson jumps
• Improved stability conditions for a class of stochastic Volterra-Levin equations
• Approximate controllability of fractional neutral stochastic system with infinite delay
• An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
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• Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
• THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
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• THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS
• Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process
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• Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
• Second-order McKean-Vlasov stochastic evolution equation driven by Poisson jumps: existence, uniqueness and averaging principle
• Stability analysis of second-order stochastic differential systems with Poisson jumps
• Successive approximation and stability analysis of Hilfer fractional stochastic differential systems with application to circuits
• Stability analysis of stochastic Benjamin-Bona-Mahony equation with Poisson jumps
• Stability analysis of damped fractional stochastic differential systems with Poisson jumps: an successive approximation approach
• The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators
• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps
• Mild solutions of local non-Lipschitz stochastic evolution equations with jumps
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps

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