Existence, Uniqueness and Stability of Mild Solutions for Time‐Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay

Existence, Uniqueness and Stability of Mild Solutions for Time‐Dependent Stochastic Evolution Equations with Poisson Jumps and Infinite Delay

0.00 Avg rating0 Votes
Article ID: iaor20114200
Volume: 149
Issue: 2
Start Page Number: 315
End Page Number: 331
Publication Date: May 2011
Journal: Journal of Optimization Theory and Applications
Authors: , ,
Keywords: stochastic processes
Abstract:

In this paper, we study a class of time‐dependent stochastic evolution equations with Poisson jumps and infinite delay. We establish the existence, uniqueness and stability of mild solutions for these equations under non‐Lipschitz condition with Lipschitz condition being considered as a special case. An application to the stochastic nonlinear wave equation, with Poisson jumps and infinite delay, is given to illustrate the obtained theory.

Reviews

Required fields are marked *. Your email address will not be published.