Impulsive Stochastic Volterra Integral Equations Driven by Lévy Noise

被引：0
作者：
Anas Dheyab Khalaf
Almaz Tesfay
Xiangjun Wang
机构：
[1] Huazhong University of Science and Technology,School of Mathematics and Statistics
来源：
Bulletin of the Iranian Mathematical Society | 2021年 / 47卷
关键词：
Impulsive stochastic dynamical systems; Carathéodory approximation; Lévy process; Volterra integral equations; 60A10; 60G05; 60G10; 60G51; 93A30;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
The purpose of this paper is to establish the existence and uniqueness of solutions to impulsive stochastic Volterra integral equations driven by Lévy process (ISVIEs, in short). By employing the averaging method, we propose a simplified form for ISVIEs. Moreover, we prove that the solutions of ISVIEs can be approximated by the solutions of the simplified one without impulses in the sense of mean square and in probability. Finally, two examples are presented to illustrate the theoretical results.
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页码：1661 / 1679
页数：18
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