2014
DOI: 10.1186/1687-1847-2014-17
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Existence results for impulsive neutral stochastic functional integro-differential inclusions with infinite delays

Abstract: In this paper, we prove the existence of mild solutions for a class of impulsive neutral stochastic functional integro-differential inclusions with infinite delays in Hilbert spaces. The results are obtained by using the fixed-point theorem for multi-valued operators due to Dhage. An example is provided to illustrate the theory. MSC: 93B05; 93E03

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Cited by 8 publications
(5 citation statements)
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“…The perturbations are conducted separately and their term is insignificant in correlation with the aggregate length of time of the procedures. For additional purposes of enthusiasm on this concept and on its uses, see for example the treatise by Lakshmikantham et al [2], Stamova [3], Graef et al [4], Bainov and Covachev [5], Benchohra et al [6] and the papers [7][8][9][10][11][12][13][14][15][16], and the references cited therein.…”
Section: Introductionmentioning
confidence: 99%
“…The perturbations are conducted separately and their term is insignificant in correlation with the aggregate length of time of the procedures. For additional purposes of enthusiasm on this concept and on its uses, see for example the treatise by Lakshmikantham et al [2], Stamova [3], Graef et al [4], Bainov and Covachev [5], Benchohra et al [6] and the papers [7][8][9][10][11][12][13][14][15][16], and the references cited therein.…”
Section: Introductionmentioning
confidence: 99%
“…Therefor, we must move from deterministic problems to stochastic ones. As the generalization of classic impulsive differential and partial differential inclusions, impulsive stochastic differential and partial differential inclusions have attracted the researchers great interest, and some works have done on the existence results of mild solutions for these equation (see [24] [31] and references therein). Recently, attempts were made to combine fractional derivatives and stochastic differential inclusions.…”
Section: Introductionmentioning
confidence: 99%
“…[1], [2], [13], [7], [17], [19], [21], [20], [26]. To model uncertain systems, the multivalued stochastic differential equations (abbreviation MSDEs) [3], [6], [8], [12], [22], [24], [27]- [29] are also applied and they generalize the classical (single-valued) stochastic differential equations. Here the uncertainties, which are incorporated in MSDEs, are a stochastic uncertainty coming from random noises and an uncertainty driven by multivalued mappings.…”
Section: Introductionmentioning
confidence: 99%