ISSN Print: 2381-1218  ISSN Online: 2381-1226
Computational and Applied Mathematics Journal  
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Non-Lipschitz Sobolev Type Fractional Neutral Impulsive Stochastic Differential Equations with Fractional Stochastic Nonlocal Condition, Infinite Delay and Poisson Jumps
Computational and Applied Mathematics Journal
Vol.6 , No. 1, Publication Date: Feb. 3, 2020, Page: 1-11
1654 Views Since February 3, 2020, 508 Downloads Since Feb. 3, 2020
 
 
Authors
 
[1]    

Krishnan Thiagu, Department of Mathematics, Gandhigram Rural Institute - Deemed University, Tamilnadu, India.

[2]    

Palanisamy Muthukumar, Department of Mathematics, Gandhigram Rural Institute - Deemed University, Tamilnadu, India.

 
Abstract
 

In the present paper, we have established the existence and uniqueness of mild solutions for non-Lipschitz Sobolev type fractional neutral impulsive stochastic differential equations satisfying fractional stochastic nonlocal condition with infinite delay and Poisson jumps in ℒp space. we adopt the non-Lipschitz condition proposed by Taniguchi (2009) which is a much weaker condition with wider range of applications. The existence of mild solutions is established by using strong and powerful tool called Picard’s approximation technique. We can find that the similar existence results are suitable for those non-Lipschitz Sobolev type fractional neutral impulsive stochastic differential equations satisfying fractional stochastic nonlocal condition of different fractional orders with infinite delay and Poisson jumps in ℒp space. At the end an example is given to illustrate the theory.


Keywords
 

Stochastic Differential Equations of Sobolev-Type, Existence and Uniqueness, Fractional Derivatives, Non-Lipschitz Coefficients


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