Existence, uniqueness and stability results for impulsive stochastic functional differential equations with infinite delay and poisson jumps

A.Anguraj; K.Banupriya

doi:10.26637/MJM0504/0007

Abstract

In this paper, we study the existence and uniqueness of mild solutions of impulsive stochastic functional differential equations with infinite delay and Poisson jumps under non-Lipschitz condition with Lipschitz condition being considered as a special case by means of the successive approximation. Further, We study the continuous dependence of solutions on the initial value by means of a corollary of the Bihari inequality.

Keywords:

Stochastic differential equations, continuous dependence, Poisson process, impulsive system

Mathematics Subject Classification:

Mathematics

Authors Imprint References Funding Related Articles Downloads

A.Anguraj Department of Mathematics, PSG College of Arts and Science, Coimbatore-14 , Tamil Nadu, India.
K.Banupriya Department of Mathematics with CA, PSG College of Arts and Science, Coimbatore-14 , Tamil Nadu, India.

Pages: 653-659
Date Published: 01-10-2017
Vol. 5 No. 04 (2017): Malaya Journal of Matematik (MJM)

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