Abstract
In this paper we prove the existence of mild solutions for a second-order impulsive semilinear stochastic differential inclusion with an infinite-dimensional standard cylindrical Wiener process and Poisson jumps. We consider non convex-valued cases.
Similar content being viewed by others
References
Ahmed, N.U.: Nonlinear stochastic differential inclusions on Banach space. Stoch. Anal. Appl. 12, 1–10 (1994)
Balasubramaniam, P., Ntouyas, S.K., Vinayagam, D.: Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space. J. Math. Anal. Appl. 305, 438–451 (2005)
Balasubramaniam, P.: Existence of solutions of functional stochastic differential inclusions. Tamkang J. Math. 33(1), 35–43 (2002)
Dugundji, J., Granas, A.: Fixed Point Theory. Springer, New York (2003)
Henriquez, H.R.: Existence of solutions of nonautonomous second order functional differential equations with infinite delay. Nonlinear Anal. Theory Methods 74, 3333–3352 (2011)
Benchohra, M., Henderson, J., Ntouyas, S.K.: Impulsive Differential Equations and Inclusions, vol. 2. Hindawi Publishing Corporation, New York (2006)
Deimling, K.: Multi-valued Differential Equations. De Gruyter, Berlin (1992)
Lasota, A., Opial, Z.: An application of the Kakutani-Ky Fan theorem in the theory of ordinary differential equations. Bull. Acad. Pol. Sci. Ser. Sci. Math. Astron. Phys. 13, 781–786 (1965)
Revuz, D., Yor, M.: Continuous Martingales and Brownian Motion, 3rd edn. Springer, Berlin (1999)
Da Prato, G., Zabczyk, J.: Stochastic Equations in Infinite Dimensions. Cambridge University Press, Cambridge (1992)
Gard, T.C.: Introduction to Stochastic Differential Equations. Marcel Dekker, New York (1988)
Gikhman, I.I., Skorokhod, A.: Stochastic Differential Equations. Springer, Berlin (1972)
Sobczyk, H.: Stochastic Differential Equations with Applications to Physics and Engineering. Kluwer Academic Publishers, London (1991)
Tsokos, C.P., Padgett, W.J.: Random Integral Equations with Applications to Life Sciences and Engineering. Academic Press, New York (1974)
Bharucha-Reid, A.T.: Random Integral Equations. Academic Press, New York (1972)
Mao, X.: Stochastic Differential Equations and Applications. Horwood, Chichester (1997)
Øksendal, B.: Stochastic Differential Equations: An Introduction with Applications, 4th edn. Springer, Berlin (1995)
Da Prato, G., Zabczyk, J.: Second Order Partial Differential Equations in Hilbert Spaces, vol. 293. Cambridge University Press, Cambridge (2002)
Situ, R.: Theory of Stochastic Differential Equations with Jumps and Applications. Springer, Berlin (2005)
Sato, K.I.: Lévy Processes and Infinitely Divisible Distributions. Cambridge University Press, Cambridge (1999)
Xu, Y., Pei, B., Guo, G.: Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise. Appl. Math. Comput. 263, 398–409 (2015)
Bertoin, J.: Lévy Processes. Cambridge University Press, Cambridge (1998)
Mueller, C.: The heat equation with Lévy noise. Stoch. Process. Appl. 74, 67–82 (1998)
Hausenblas, E.: Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure. Electron. J. Probab. 10, 1496–1546 (2005) (electronic)
Kallianpur, G., Xiong, J.: A nuclear space-valued stochastic differential equation driven by Poisson random measures. In: Stochastic Partial Differential Equations and Their Applications. Lecture Notes in Control and Information Sciences, vol. 176, pp. 135–143. Springer, Berlin (1987)
Albeverio, S., Wu, J., Zhang, T.: Parabolic SPDEs driven by Poisson white noise. Stoch. Process. Appl. 74, 21–36 (1998)
Mytnik, L.: Stochastic partial differential equation driven by stable noise. Probab. Theory Relat. Fields. 123(2), 157–201 (2002)
Blouhi, T., Nieto, J., Ouahab, A.: Existence and uniqueness results for systems of impulsive stochastic differential equations. Ukr. Math. J. (2016) (to appear)
Blouhi, T., Caraballo, T., Ouahab, A.: Existence and stability results for semilinear systems of impulsive stochastic differential equations with fractional Brownian motion. Stoch. Anal. Appl. 34(5), 792–834 (2016)
Taniguchi, T.: The existence and asymptotic behaviour of solutions to non-Lipschitz stochastic functional evolution equations driven by Poisson jumps. Stochastics 82, 339–363 (2010)
Deimling, K.: Multivalued Differential Equations. Walter De Gruyter, Berlin (1992)
Ouahab, A.: Some Perov’s and Karsnosel’skii type fixed point results and application. Commun. Appl. Anal. 19, 623–642 (2015)
Fattorini, H.O.: Second Order Linear Differential Equations in Banach Spaces, vol. 108. Elsevier, Amsterdam (2011)
Heikkila, S., Lakshmikantham, V.: Monotone Iterative Techniques for Discontinuous Nonlinear Differential Equations. Marcel Dekker, New York (1994)
Castaing, C., Valadier, M.: Convex analysis and measurable multifunctions. In: Lecture Notes in Mathematics, vol. 580, Springer (2006)
Górniewicz, L.: Topological fixed point theory of multi-valued mappings. In: Mathematics and Its Applications, vol. 495. Kluwer Academic Publishers, Dordrecht (1999)
Acknowledgements
The authors would like to thank very much the anonymous referees for their careful reading and valuable comments on this work.
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Blouhi, T., Ferhat, M. Coupled System of Second-Order Stochastic Neutral Differential Inclusions Driven by Wiener Process and Poisson Jumps. Differ Equ Dyn Syst 30, 1011–1025 (2022). https://doi.org/10.1007/s12591-018-00450-y
Published:
Issue Date:
DOI: https://doi.org/10.1007/s12591-018-00450-y
Keywords
- Non-autonomous stochastic inclusions
- Second-order system
- Poisson jumps
- Impulses
- Matrix convergent to zero
- Generalized Banach space
- Fixed point
- Set-valued analysis