Some Existence Results for Systems of Impulsive Stochastic Differential Equations

Abstract

In this paper we study a class of impulsive systems of stochastic differential equations with infinite Brownian motions. Sufficient conditions for the existence and uniqueness of solutions are established by mean of some fixed point theorems in vector Banach spaces. An example is provided to illustrate the theory.

Keywords

• stochastic differential equation
• wiener process
• impulsive differential equations
• matrix convergent to zero
• generalized banach space
• fixed point
• 34a37
• 60h99
• 47h10