Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps
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Publication date
2018-10-01
Authors
Chen, Guiling
van Gaans, Onno
Verduyn Lunel, Sjoerd
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Document Type
Article
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taverne
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, Exponential stability, Impulsive-integral inequality, Mild solution, Neutral stochastic delay differential equations, Variable delays, Taverne, Statistics and Probability, Statistics, Probability and Uncertainty
Citation
Chen, G, van Gaans, O & Lunel, S V 2018, 'Existence and exponential stability of a class of impulsive neutral stochastic partial differential equations with delays and Poisson jumps', Statistics and Probability Letters, vol. 141, pp. 7-18. https://doi.org/10.1016/j.spl.2018.05.017