Infinite-delayed stochastic impulsive differential systems with Poisson jumps

Surendra Kumar () and Shobha Yadav ()
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Surendra Kumar: University of Delhi
Shobha Yadav: University of Delhi

Indian Journal of Pure and Applied Mathematics, 2021, vol. 52, issue 2, 344-362

Abstract: Abstract This manuscript investigates a broad class of stochastic differential equation steered by Poisson jumps and impulses in a Hilbert space. We use successive approximation method to show the existence of a solution. The continuous dependence of the solutions to the initial data is also studied. Finally, the existence of optimal state-control pair for the associated Lagrangian problem is discussed. An example is also presented to validate the theoretical results.

Keywords: Impulsive stochastic differential equations; Poisson jumps; Mild Solution; Continuous dependence; Optimal controls; 34A12; 34A37; 34K35; 60H15; 93E20 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s13226-021-00123-7

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