Existence and Stability of Neutral Stochastic Impulsive and Delayed Integro-Differential System via Resolvent Operator

In this paper, we present the existence of a mild solution for a class of a neutral stochastic integro-differential system over a Hilbert space. Such systems are influenced by both multiplicative and fractional noise, alongside non-instantaneous impulses, with a Hurst index <i>H</i> in t...

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Bibliographic Details
Main Authors: Hamza Khalil, Akbar Zada, Mohamed Rhaima, Ioan-Lucian Popa
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Fractal and Fractional
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Online Access:https://www.mdpi.com/2504-3110/8/11/659
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Summary:In this paper, we present the existence of a mild solution for a class of a neutral stochastic integro-differential system over a Hilbert space. Such systems are influenced by both multiplicative and fractional noise, alongside non-instantaneous impulses, with a Hurst index <i>H</i> in the interval <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mo>(</mo><mstyle scriptlevel="0" displaystyle="true"><mfrac><mn>1</mn><mn>2</mn></mfrac></mstyle><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula>. Additionally, the systems under consideration feature state-dependent delays (SDDs). To address this, we develop an approach to reformulate the neutral stochastic integro-differential system, incorporating SDDs and non-instantaneous impulses, into an equivalent fixed-point (FP) problem via an appropriate integral operator. By integrating stochastic analysis with the theory of resolvent operators, we employ Banach’s FP theorem to establish both the existence and uniqueness of the solution. Furthermore, we explore the Ulam–Hyers–Rassias stability of the system. Lastly, we provide illustrative examples to demonstrate the practical applicability of our results.
ISSN:2504-3110