Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions

IF 1.1 2区经济学 Q3 BUSINESS, FINANCE

Finance and Stochastics Pub Date : 2023-01-16 DOI:10.1080/17442508.2023.2165396

K. Dhanalakshmi, P. Balasubramaniam

引用次数: 0

Abstract

This manuscript addresses the existence and exponential stability of impulsive fractional neutral stochastic integrodifferential equations (IFNSIDEs) driven by Poisson jump and fractional Brownian motion (fBm) with nonlocal conditions via the Mönch fixed point theorem. The sufficient conditions for stability results are derived based on the pth moment exponential stable with the help of new impulsive integral inequality. Finally, a numerical example is presented to illustrate the efficiency of the theoretical results with different Hurst index in .

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非局部条件下脉冲分数中立型随机积分微分方程的指数稳定性

本文通过Mönch不动点定理，讨论了非局部条件下泊松跳变和分数阶布朗运动驱动的脉冲分数阶中立型随机积分微分方程的存在性和指数稳定性。在第p阶矩指数稳定的基础上，利用新的脉冲积分不等式，导出了稳定性结果的充分条件。最后，通过数值算例说明了不同赫斯特指数下理论结果的有效性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Finance and Stochastics 管理科学-数学跨学科应用

CiteScore

2.90

自引率

5.90%

发文量

审稿时长

>12 weeks

期刊介绍： The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.