Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps

DOI10.1007/s12591-018-00450-yzbMath1506.34077OpenAlexW2907914674WikidataQ128647701 ScholiaQ128647701MaRDI QIDQ2084688

Tayeb Blouhi, Mohamed Ferhat

Publication date: 18 October 2022

Published in: Differential Equations and Dynamical Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12591-018-00450-y

zbMATH Keywords

impulsesfixed pointsecond-order systemPoisson jumpsset-valued analysisgeneralized Banach spacematrix convergent to zeronon-autonomous stochastic inclusions

Mathematics Subject Classification ID

Set-valued and variational analysis (49J53) Ordinary differential equations with impulses (34A37) Evolution inclusions (34G25) Ordinary differential equations and systems with randomness (34F05) Applications of operator theory to differential and integral equations (47N20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Nonautonomous smooth dynamical systems (37C60)

Related Items

Controllability of coupled systems for impulsiveφ-Hilfer fractional integro-differential inclusions ⋮ Existence results for second-order stochastic differential inclusions driven by Lévy noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence of solutions of non-autonomous second order functional differential equations with infinite delay
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• Random integral equations
• Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise
• Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space
• Theory of stochastic differential equations with jumps and applications.
• Parabolic SPDEs driven by Poisson white noise
• The heat equation with Lévy noise
• Random integral equations with applications to life sciences and engineering
• Stochastic partial differential equation driven by stable noise
• Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion
• The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps
• Stochastic Equations in Infinite Dimensions
• Nonlinear stochastic differential inclusions on balance space
• Stochastic differential equations. An introduction with applications.

This page was built for publication: Coupled system of second-order stochastic neutral differential inclusions driven by Wiener process and Poisson jumps