Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps

Guiling Chen, Onno van Gaans and Sjoerd Verduyn Lunel

Statistics & Probability Letters, 2018, vol. 141, issue C, 7-18

Abstract: In this paper, the existence, uniqueness and exponential stability of mild solution for a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps are studied. The existence and uniqueness of mild solution are studied by means of successive approximations, and the exponential stability in pth moment of mild solution is investigated by employing an appropriate impulsive-integral inequality. An example is given to illustrate our main results.

Keywords: Existence and uniqueness; Impulsive-integral inequality; Exponential stability; Mild solution; Neutral stochastic delay differential equations; Variable delays (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2018.05.017

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