Title of article :
Impulsive Stochastic Volterra Integral Equations Driven by Lévy Noise
Author/Authors :
Dheyab Khalaf ، Anas School of Mathematics and Statistics - Huazhong University of Science and Technology , Tesfay ، Almaz School of Mathematics and Statistics - Huazhong University of Science and Technology , Wang ، Xiangjun School of Mathematics and Statistics - Huazhong University of Science and Technology
Abstract :
The purpose of this paper is to establish the existence and uniqueness of solutions to impulsive stochastic Volterra integral equations driven by Lévy process (ISVIEs, in short). By employing the averaging method, we propose a simplified form for ISVIEs. Moreover, we prove that the solutions of ISVIEs can be approximated by the solutions of the simplified one without impulses in the sense of mean square and in probability. Finally, two examples are presented to illustrate the theoretical results.
Keywords :
Impulsive stochastic dynamical systems , Carathéodory approximation , Lévy process , Volterra integral equations ,
Journal title :
Bulletin of the Iranian Mathematical Society
Journal title :
Bulletin of the Iranian Mathematical Society
