{"title":"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","authors":"K. Dhanalakshmi, P. Balasubramaniam","doi":"10.1080/17442508.2023.2165396","DOIUrl":null,"url":null,"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 .","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"5 1","pages":"1260 - 1293"},"PeriodicalIF":1.1000,"publicationDate":"2023-01-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions\",\"authors\":\"K. Dhanalakshmi, P. Balasubramaniam\",\"doi\":\"10.1080/17442508.2023.2165396\",\"DOIUrl\":null,\"url\":null,\"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 .\",\"PeriodicalId\":50447,\"journal\":{\"name\":\"Finance and Stochastics\",\"volume\":\"5 1\",\"pages\":\"1260 - 1293\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2023-01-16\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance and Stochastics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2023.2165396\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance and Stochastics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2165396","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions
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 .
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.
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