Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion

被引：19

作者：

Blouhi, T. ^{[1
]}

Caraballo, T. ^{[2
]}

Ouahab, A. ^{[1
]}

机构：

[1] Univ Djillali Liabes Sidi Bel Abbes, Math Lab, Sidi Bel Abbes, Algeria

[2] Univ Seville, Dept Ecuac Diferenciales & Anal Numer, Campus Reina Mercedes, Seville, Spain

来源：

STOCHASTIC ANALYSIS AND APPLICATIONS | 2016年 / 34卷 / 05期

关键词：

Mild solutions; fractional Brownian motion; impulsive differential equations; matrix convergent to zero; generalized Banach space; fixed point; DELAY EVOLUTION-EQUATIONS; EXPONENTIAL STABILITY; DRIVEN;

D O I：

10.1080/07362994.2016.1180994

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

Some results on the existence and uniqueness of mild solution for a system of semilinear impulsive differential equations with infinite fractional Brownian motions are proved. The approach is based on Perov's fixed point theorem and a new version of Schaefer's fixed point theorem in generalized Banach spaces. The relationship between mild and weak solutions and the exponential stability of mild solutions are investigated as well. The abstract theory is illustrated with an example.

引用

页码：792 / 834

页数：43

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