Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation

This paper investigates the existence and uniqueness of mild solutions to the general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis technique, we propose sufficient conditions on existence and uniqueness of solution for stochast...

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Main Authors: L. J. Shen, J. T. Sun
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2011/439724
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author L. J. Shen
J. T. Sun
author_facet L. J. Shen
J. T. Sun
author_sort L. J. Shen
collection DOAJ
description This paper investigates the existence and uniqueness of mild solutions to the general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis technique, we propose sufficient conditions on existence and uniqueness of solution for stochastic differential equations with impulses. An example is also discussed to illustrate the effectiveness of the obtained results.
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institution Kabale University
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publishDate 2011-01-01
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series Abstract and Applied Analysis
spelling doaj-art-e7e242a8f2314045a81fbf388f31420f2025-02-03T01:02:45ZengWileyAbstract and Applied Analysis1085-33751687-04092011-01-01201110.1155/2011/439724439724Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential EquationL. J. Shen0J. T. Sun1Department of Mathematics, Tongji University, Shanghai 200092, ChinaDepartment of Mathematics, Tongji University, Shanghai 200092, ChinaThis paper investigates the existence and uniqueness of mild solutions to the general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis technique, we propose sufficient conditions on existence and uniqueness of solution for stochastic differential equations with impulses. An example is also discussed to illustrate the effectiveness of the obtained results.http://dx.doi.org/10.1155/2011/439724
spellingShingle L. J. Shen
J. T. Sun
Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
Abstract and Applied Analysis
title Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
title_full Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
title_fullStr Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
title_full_unstemmed Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
title_short Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation
title_sort existence and uniqueness of mild solutions for nonlinear stochastic impulsive differential equation
url http://dx.doi.org/10.1155/2011/439724
work_keys_str_mv AT ljshen existenceanduniquenessofmildsolutionsfornonlinearstochasticimpulsivedifferentialequation
AT jtsun existenceanduniquenessofmildsolutionsfornonlinearstochasticimpulsivedifferentialequation