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Existence results for second-order stochastic differential inclusions driven by Lévy noise

  • Tayeb Blouhi
  • Mohamed FerhatEmail author
Article
  • 1 Downloads

Abstract

In this paper we prove the existence of mild solutions for a second-order impulsive semilinear stochastic differential inclusion with a standard cylindrical Wiener process and Poisson jumps. We consider the case in which the right hand side can be either convex-valued.

Keywords

Non-autonomous stochastic inclusions Second-order system Poisson jumps Impulses Matrix convergent to zero Generalized Banach space Fixed point Set-valued analysis 

Mathematics Subject Classification

34A37 60H15 60H20 

Notes

Acknowledgements

The authors would like to thank very much the anonymous referees for their careful reading and valuable comments on this work.

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Copyright information

© African Mathematical Union and Springer-Verlag GmbH Deutschland, ein Teil von Springer Nature 2019

Authors and Affiliations

  1. 1.Department of Mathematics, Faculty of Mathematics and Computer ScienceUniversity of Science and Technology Mohamed-Boudiaf El MnaouarOranAlgeria

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