EXISTENCE AND EXPONENTIAL STABILITY FOR NEUTRAL STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS WITH IMPULSES DRIVEN BY A FRACTIONAL BROWNIAN MOTION

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Title:	EXISTENCE AND EXPONENTIAL STABILITY FOR NEUTRAL STOCHASTIC INTEGRODIFFERENTIAL EQUATIONS WITH IMPULSES DRIVEN BY A FRACTIONAL BROWNIAN MOTION
Authors:	Arthi G Park, Ju H Jung, H Y
Keywords:	Mild solution Stochastic differential equations Impulsive neutral integro-differential equations Fractional Brownian motion Existence and uniqueness Exponential stability
Issue Date:	Mar-2016
Publisher:	Communications in Nonlinear Science & Numerical Simulation, ELSEVIER
Abstract:	In this paper, we establish the results on existence and uniqueness of mild solution of impulsive neutral stochastic integrodifferential equations driven by a fractional Brownian motion. Further, by using an impulsive integral inequality, some novel sufficient conditions are derived to ensure the exponential stability of mild solution in the mean square moment. The results are obtained by utilizing the fractional power of operators and the semigroup theory. Finally, an example is presented to demonstrate the effectiveness of the proposed result
URI:	https://doi.org/10.1016/j.cnsns.2015.08.014 http://localhost:8080/xmlui/handle/123456789/1081
ISSN:	1007-5704
Appears in Collections:	International Journals

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