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Impulsive stochastic differential equations of Sobolev-type

  • School of Sciences, Anhui Agricultural University, Hefei 230036, China

Cite this: JUSTC, 2015, 45(11): 899-905
https://doi.org/10.3969/j.issn.0253-2778.2015.11.003
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  • Author Bio:

    YUE Chaohui, female, born in 1979, master/associate Prof. Research field: stochastic differential equations.

  • Corresponding author:

    WANG Hongxi

  • Received Date: March 10, 2015
  • Revised Date: November 15, 2015
  • Published Date: November 29, 2015
    Abstract
  • A class of impulsive stochastic differential equations of Sobolev-type was studied. The existence and uniqueness of the mild solution with the coefficients satisfying some generalized Lipschitz conditions was proved by means of the successive approximation. Moreover, the continuous dependence of the solutions on the initial values was given.
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