A Study on Stochastic Neutral Integro-differential Equations with Infinite Delays: Mixed Fractional Brownian Motion and Poisson Jumps

被引:0
作者
Varshini, S. [1 ]
Banupriya, K. [2 ]
Ramkumar, K. [2 ]
Ravikumar, K. [2 ]
机构
[1] Sri Eshwar Coll Engn, Dept Math, Coimbatore 641202, India
[2] PSG Coll Arts & Sci, Dept Math, Coimbatore 641014, India
关键词
Stability; Stochastic systems; Time-delay systems; Fractional Brownian motion; Phase space C-mu; FUNCTIONAL-DIFFERENTIAL EQUATIONS; EXPONENTIAL STABILITY; MILD SOLUTIONS; EXISTENCE; UNIQUENESS;
D O I
10.5890/JAND.2024.06.014
中图分类号
T [工业技术];
学科分类号
08 ;
摘要
This article concentrates in analysing a stochastic neutral integrodifferential equations with infinite delay, fractional Brownian motion and Poisson jumps in concrete -fading memory phase space C-mu. We introduce sufficient conditions to acquire existence and uniqueness of mild solution in the pth moment by using stochastic analysis technique, successive approximation method and Grimmer's resolvent operator theory. Moreover, in the later part mean square exponential stability and almost surely exponential stability of solutions are investigated. Finally, an example is provided to validate the obtained results.
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页码:405 / 416
页数:12
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