Discontinuity, Nonlinearity, and Complexity
Neutral Stochastic Impulsive Integro-Differential Equations Driven by Fractional Brownian Motion and Brownian Motion with Nonlocal Condition
Discontinuity, Nonlinearity, and Complexity 11(3) (2022) 487--500 | DOI:10.5890/DNC.2022.09.010
S. Abinaya$^1$, Sayooj Aby Jose$^{2,3}$, Weerawat Sudsutad$^{4,5}$
$^1$ Department of Mathematics, Rathinam College of Arts and Science,
Coimbatore, Tamil Nadu, India
$^2$ Ramanujan Centre for Higher Mathematics, Alagappa University, Karaikudi-630 004, Tamil Nadu, India
$^3$ Department of Mathematics, Alagappa University, Karaikudi-630 004, Tamil Nadu, India
$^4$ Department of General Education, Navamindradhiraj University, Bangkok, Thailand
$^5$ Department of Statistics, Faculty of Science, Ramkhamhaeng University, Bangkok 10240, Thailand
Download Full Text PDF
Abstract
In this paper, we present the existence, uniqueness and asymptotic behaviour of mild solution for neutral stochastic impulsive integro-differential equations driven by fractional Brownian motion and Brownian motion with the Hurst index $H>\frac{1}{2}$ with nonlocal condition. The results are obtained by using Banach fixed point principle in a Hilbert space and the theory of resolvent operator.
References
-
[1]  | Dung, N.T. (2014), Neutral stochastic differential equations driven by a fractional Brownian motion with impulsive effects and varying-time delays, Journal of the Korean Statistical Society, http://dx.doi.org/10.1016/j.jkss.2014.02.003
|
-
[2]  | Duan, P.J. and Ren, Y. (2018), Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses, Mediterranean Journal of Mathematics, 15(207), https://doi.org/ 10.1007/s00009-018-1253-2.
|
-
[3]  | Abinaya, S. and Jose, S.A. (2019), Neutral impulsive stochastic differential equations driven by fractional Brownian motion with Poisson jumps and nonlocal conditions, Global Journal of Pure and Applied Mathematics, 15(3), 305-321.
|
-
[4]  | Balachandran, K. and Chandrasekaran, M. (1996), Existence of solutions of a delay differential equation wih nonlocal condition, Indian Journal of Pure and Applied Mathematics, 27, 443-449.
|
-
[5]  | Balasubramaniam, P., Park, J.Y., and Kumar, A.V.A. (2009), Existence of solutions for semilinear neutral stochastic functional differential equations with nonlocal conditions, Nonlinear Analysis, 71, 1049-1058.
|
-
[6]  | Byszewski, L. (1991), Theorems about the existence and uniqueness of a solution of a semilinear evolution nonlocal cauchy problem, Journal of Mathematical Analysis and Applications, 162, 496-505.
|
-
[7]  | Fu, X. and Ezzinbi, K. (2003), Existence of solutions for neutral functional differential evolution equations with nonlocal conditions, Nonlinear Analysis, 54, 215-227.
|
-
[8]  | Lv, J.Y. and Yang, X.Y. (2017), Nonlocal fractional stochastic differential equations driven by fractional Brownian motion, Advances in Difference Equations, 198.
|
-
[9]  | Ntouyas, S.K. and Tsamaos, P.Ch. (1997), Global existence for semilinear evolution equations with nonlocal conditions, Journal of Mathematical Analysis and Applications, 210, 679-687.
|
-
[10]  | Jose, S.A. and Usha, V. (2018), Existence of solutions for random impulsive differential equation with nonlocal conditions, International Journal for Computer Sciences and Engineering, 6(10), 549-554.
|
-
[11]  | Jose, S.A., Yukunthorn, W., Napoles, J.E., and Leiva, H. (2020), Some existence, uniqueness and stability results of nonlocal random impulsive integro-differential equations, Applied Mathematics-E Notes, (20), 481-492.
|
-
[12]  | Jose, S.A., Tom, A., Abinaya, S., and Yukunthorn, W. (2021), Some characterization results of nonlocal special random impulsive differential evolution equation, Journal of Applied Nonlinear Dynamics,
10(4), 711-723
|
-
[13]  | Ferrante, M. and Rovira, C. (2006), Stochastic delay diferential equations driven by fractional Brownian motion with Hurst parameter $H>\frac{1}{2}$, Bernoulli, 12, 85-100.
|
-
[14]  | Boufoussi, B. and Hajji, S. (2011), Functional differential equations driven by a fractional Brownian motion, Computers and Mathematics with Applications, 62, 746-754.
|
-
[15]  | Boufoussi, B., Hajji, S., and Lakhel, E. (2011), Functional differential equations in Hilbert spaces driven by a fractional Brownian motion, Afrika Matematika, DOI:10.1007/s13370-011-0028-8.
|
-
[16]  | Caraballo, T., Garrido-Atienza, M.J., and Taniguchi, T. (2011), The existence and exponential behaviour of solutions to stochastic delay evolution equations with frational Brownian motion, Nonlinear Analysis, 74(11), 3611-3684.
|
-
[17]  | Ferrante, M. and Rovira, C. (2010), Convergence of delay differential equations driven by fractional Brownian motion, Journal of Evolution Equations, 10(4), 761-783.
|
-
[18]  | Jumarie, G. (2005), On the solutions of the stochastic differential equation of exponential growth driven by fractional Brownian motion, Applied Mathematics Letters, 18, 817-826.
|
-
[19]  | Arthi, G., Ju, H., and Jung, H.(2016), Existence and exponential stability for neutral stochastic integro-differential equations with impulses driven by a fractional Brownian motion, Communications in Nonlinear Science Numerical Simulation, 32, 145-157.
|
-
[20]  | Diop, M., Sakthivel, R., and Ndiaye, A. (2016), Neutral stochastic integro-differential equations driven by a fractional Brownian motion with impulsive effects and time varying Delays, Mediterranean Journal of Mathematics, 13(5), 2425-2442.
|
-
[21]  | Da Prato, G. and Zabckzyk, J. (1992), Stochastic Equations in Infinite Dimensions, Cambridge University Press, Cambridge.
|
-
[22]  | Mao, X. (1997), Stochastic Differential Equations and their Applications, Horwood Publishing, Chichester.
|
-
[23]  | Pazy, A. (1983), Semigroups of linear operators and applications to partial differential equations, In Applied Mathematical Sciences, 44, New York: Springer-Verlag.
|
-
[24]  | Grimmer, R.(1982), Resolvent operators for integral equations in a Banach space, Transactions of the American Mathematical Society, 273, 333-349.
|