Existence and Stability Results of Stochastic Differential Equations with Non-instantaneous Impulse and Poisson jumps

Abstract

This paper focuses on a new class of non-instantaneous impulsive stochastic differential equations generated by mixed fractional Brownian motion with poisson jump in real separable Hilbert space. A set of sufficient conditions are generated based on the stochastic analysis technique, analytic semigroup theory of linear operators, fractional power of operators, and fixed point theory to obtain existence and uniqueness results of mild solutions for the considered system. Furthermore, the asymptotic behaviour of the system is investigated. Finally, an example is proposed to validate the obtained results.

Keywords

• stability
• stochastic differential system
• fractional brownian motion
• non-instantaneous impulse
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