Global existence of solutions for stochastic impulsive differential equations |
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Authors: | Li Juan Shen Ji Tao Sun |
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Institution: | [1]Department of Mathematics, Tongji University, Shanghai 200092, P. R. China [2]Department of Mathematics, Luoyang Normal University, Luoyang 471022, P. R. China |
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Abstract: | In this paper we obtain some results on the global existence of solution to Itô stochastic impulsive differential equations in M(0,∞),? n ) which denotes the family of ? n -valued stochastic processes x satisfying supt∈0,∞) \(\mathbb{E}\)|x(t)|2 < ∞ under non-Lipschitz coefficients. The Schaefer fixed point theorem is employed to achieve the desired result. An example is provided to illustrate the obtained results. |
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Keywords: | Stochastic differential equations impulse global existence |
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