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

DOI10.1007/S10957-010-9792-0zbMATH Open1241.34089OpenAlexW2050670060MaRDI QIDQ635804FDOQ635804

Qing Zhou, Yong Ren, 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

existenceuniquenessmild solutionsinfinite delaystochastic evolution equationsstability with respect to initial condition

Mathematics Subject Classification ID

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

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Cited In (42)

• An averaging principle for the time-dependent abstract stochastic evolution equations with infinite delay and Wiener process
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• Improved stability conditions for a class of stochastic Volterra-Levin equations
• Controllability of retarded time-dependent neutral stochastic integro-differential systems driven by fractional Brownian motion
• Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions
• Topological properties of solution sets for Sobolev-type fractional stochastic differential inclusions with Poisson jumps
• Controllability of time-dependent neutral stochastic functional differential equations driven by a fractional Brownian motion
• Well-posedness and stability for non-autonomous stochastic evolution equations of parabolic-type with additive noise
• Approximate controllability of stochastic delay differential systems driven by Poisson jumps with instantaneous and noninstantaneous impulses
• Successive approximation and optimal controls on fractional neutral stochastic differential equations with Poisson jumps
• Existence of Optimal Mild Solutions and Controllability of Fractional Impulsive Stochastic Partial Integro‐Differential Equations with Infinite Delay
• Successive approximation of neutral stochastic evolution equations with infinite delay and Poisson jumps
• On the initial value problem of stochastic evolution equations in Hilbert spaces
• Cauchy problem for stochastic non-autonomous evolution equations governed by noncompact evolution families
• The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators
• Fractional stochastic differential equations with Hilfer fractional derivative: Poisson jumps and optimal control
• Optimal Solutions of Fractional Nonlinear Impulsive Neutral Stochastic Functional Integro-Differential Equations
• Infinite-delayed stochastic impulsive differential systems with Poisson jumps
• Controllability discussion for fractional stochastic Volterra-Fredholm integro-differential systems of order \(1<r<2\)
• Approximate controllability of fractional neutral stochastic system with infinite delay
• The optimal control of a new class of impulsive stochastic neutral evolution integro-differential equations with infinite delay
• Stepanov-like almost automorphic solutions for stochastic differential equations with Lévy noise
• Approximate controllability of second-order impulsive neutral stochastic differential equations with state-dependent delay and Poisson jumps
• Approximate optimal control of fractional impulsive partial stochastic differential inclusions driven by Rosenblatt process
• Non-autonomous stochastic evolution equations of parabolic type with nonlocal initial conditions
• Existence of solutions and approximate controllability of second-order stochastic differential systems with Poisson jumps and finite delay
• Approximate Controllability of Second Order Neutral Stochastic Integro Differential Equations with Impulses Driven By Fractional Brownian Motion
• Approximate boundary controllability of Sobolev-type stochastic differential systems
• On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay
• Controllability of impulsive neutral stochastic integro-differential systems driven by fractional Brownian motion with delay and Poisson jumps
• Infinite delay fractional stochastic integro-differential equations with Poisson jumps of neutral type
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
• Approximate controllability of fractional nonlinear neutral stochastic differential inclusion with nonlocal conditions and infinite delay
• An effective averaging theory for fractional neutral stochastic equations of order \(0 < \alpha < 1\) with Poisson jumps
• On the initial value problem of fractional stochastic evolution equations in Hilbert spaces
• The averaging principle of Hilfer fractional stochastic delay differential equations with Poisson jumps
• Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
• Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps.
• Nonlocal problem for fractional stochastic evolution equations with solution operators
• Approximate controllability of fractional impulsive neutral stochastic differential equations with nonlocal conditions
• Optimal controllability of non-instantaneous impulsive partial stochastic differential systems with fractional sectorial operators
• Approximate controllability of nonlinear hilfer fractional stochastic differential system with Rosenblatt process and Poisson jumps

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