Existence and exponential stability for neutral stochastic fractional differential equations with impulses driven by Poisson jumps

DOI10.1080/17442508.2017.1402899zbMath1498.60205OpenAlexW2781981569WikidataQ115549611 ScholiaQ115549611MaRDI QIDQ5086441

Swaroop Nandan Bora, Alka Chadha

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508.2017.1402899

zbMATH Keywords

exponential stabilityresolvent operatorCaputo derivativePoisson jumpimpulsive conditionsneutral stochastic fractional differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integro-ordinary differential equations (45J05) Stability theory of functional-differential equations (34K20) Stochastic functional-differential equations (34K50) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

Existence, uniqueness and continuous dependence of solutions to conformable stochastic differential equations ⋮ Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations ⋮ Global attractiveness and exponential stability for impulsive fractional neutral stochastic evolution equations driven by fBm ⋮ Impulsive stochastic Volterra integral equations driven by Lévy noise ⋮ New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative ⋮ Unnamed Item ⋮ Ulam-Hyers-Rassias stability of stochastic functional differential equations via fixed point methods ⋮ Stability result of higher-order fractional neutral stochastic differential system with infinite delay driven by Poisson jumps and Rosenblatt process ⋮ Stability of solutions of Caputo fractional stochastic differential equations

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