Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

Existence of a Class of Doubly Perturbed Stochastic Functional Differential Equations with Poisson Jumps

In this paper, we use successive approximations and Picard iterative method to establish the existence and uniqueness of mild solution for a class of doubly perturbed impulsive neutral stochastic functional differential equations with Poisson jumps in Hilbert spaces. An example of a doubly perturbed...

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Veröffentlicht in:Journal of nonlinear mathematical physics 2024-04, Vol.31 (1), p.24, Article 24
Hauptverfasser: Mao, Mingzhi, He, Xuyang
Format: Artikel
Sprache:eng
Schlagworte:
Approximation
Codes
Differential equations
Hilbert space
Inequality
Iterative methods
Mathematical analysis
Mathematical Physics
Mathematics
Mathematics and Statistics
Neural networks
Research Article
Stochastic models
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Zusammenfassung:In this paper, we use successive approximations and Picard iterative method to establish the existence and uniqueness of mild solution for a class of doubly perturbed impulsive neutral stochastic functional differential equations with Poisson jumps in Hilbert spaces. An example of a doubly perturbed stochastic differential equation with delays is given to illustrate our main results.
ISSN:1776-0852
1402-9251
1776-0852
DOI:10.1007/s44198-024-00189-x