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=
), ( ), (
,
1
|
and
w
t t
I = I ,where
w
t
I is the sigma algebra generated by
0}. t {w(s); > Let ) ; (
2 / 1
2
0
2
X E Q L L = denote the
space of all Hilbert Schmidt operators from E Q
2 / 1
to X
with the inner product ] [ ,
0
2
-
= Q tr
L
. Let
) , , ( X L
t
p
I O is the Hilbert space of all
t
I -measurable
square integrable random variables with values in a Hilbert
space X .
In this paper, we consider the following second-order neutral
impulsive stochastic differential equations with delays of the
form
dt t t x t f t Ax t t x t f t x d )))] ( ( , ( ) ( [ )))] ( ( , ( ) ( [
1 0
o + = '
, 0 ), ( ))) ( ( , (
2
> + t t d t t x t f e o (1)
, ) 0 ( ; ) (
1 0
0
x x D x
b
= ' e =
I
(2)
)) ( (
~
) ( )) ( ( ) (
k k k k k k
t x I t x t x I t x = ' A = A ,
where , ,..., 2 , 1 m k = (3)
where
b
D
0
I
e
and
1
x is also an
0
I -measurable
X -
valued random variables independent of w.
X X A D A c ) ( : is the infinitesimal generator of a
strongly continuous cosine family on X ;
; ) 1 , 0 ( : =
+
i X X R f
i
0
2 2
: L X R f
+
are appropriate mappings
and X X I I
k k
:
~
, are
appropriate functions. Moreover, let
, ... 0
1 1 0
= < < < < =
+ m m
t t t t
, ) ( ) ( ) (
+
= A
k k k
t x t x t x
, ) ( ) ( ) (
+
' ' = ' A
k k k
t x t x t x ) (
+
k
t x and ) (
k
t x
denote the right and left limits of x at
k
t . Similarly ) (
+
'
k
t x
and ) (
'
k
t x denote the right and left limits of x' at .
k
t
Moreover ,
k
I
k
I
~
represents the size of the jump. Let
] , 0 [ : , , t o o
+
R ) 0 ( > t are continuous. The
space D is assumed to be equipped with the norm
X
t
D
t ) ( sup
0
t s s
= . Here ) ], 0 , ([
0
X D
b
t
I
denote the family of all almost surely bounded,
0
I -
measurable, continuous random variables from ] 0 , [ t to
X . Let us introduce the spaces
m k
X t t C x X J x X T H
k k
t t
k k
,..., 3 , 2 , 1
), ], , (( , : { ) ]; , 0 ([
1
, (
] 1
=
e =
+
+
and there exist ) (
+
k
t x for } ,..., 3 , 2 , 1 m k = and
m k X t t C
x X T H x X T H
k k
t t
k k
,..., 3 , 2 , 1 ), ], , ((
), ]; , 0 ([ { ) ; ] , 0 ([
1
, (
] 1
= '
e e = '
+
+
and there exist ) (
+
'
k
t x for } ,..., 3 , 2 , 1 m k = .
It is obvious that ) ]; , 0 ([ X T H and ) ; ] , 0 ([ X T H'
are Banach spaces endowed with the norm
p
X
T t
H
t x E x ) ( sup
] , 0 [ e
= .It is easy to see that H'
provided with the norm
H
H
H
x x x ' + =
'
.
In this section, we mention some basic concepts, notations,
and properties about cosine families of operators [8, 27].
Let ) ; ( X E L is the space of bounded linear operators from
E into X. The one parameter family
) ( } ); ( { X L R t t C c e satisfying
(i) I C = ) 0 ( ,
(ii) x t C ) ( is continuous in t on R for all X x e ,
(iii) ) ( ) ( 2 ) ( ) ( s C t C s t C s t C = +
for all R s t e , is called a strongly continuous cosine
family.
The corresponding strongly continuous sine family
) ( } ); ( { X L R t t S c e is define
. , , ) ( ) (
0
X x R t xds s C x t S
t
e e =
}
The generator X X A : of } ); ( { R t t C e is given by
0
2 2
) ( ) / (
=
=
t
x t C dt d Ax for all
)} ; ( ) ( : { ) (
2
X R C x C X x A D x e e = e
It is well known that the infinitesimal generator Ais
a closed, densely defined operator
on
X .
Such cosine and
sine families and their generators satisfy the following
properties.
Lemma 2.1: [8]
Suppose that Ais the infinitesimal generator of a
cosine family of operators }. ); ( { R t t C e Then
the
following terms hold.
International Journal of Computer Applications Technology and Research
Volume 2 Issue 4, 415 - 421, 2013
417
(i) There exists
1 >
-
M
and
0 > o such that
t
e M t C
o -
s ) ( and hence
t
e M t S
o -
s ) ( .
(ii)
}
=
r
s
x s C r C xdu u S A
)] ( ) ( [ ) (
for all
s s s r s 0 .
(iii) There exists
1 >
-
N
such that
ds e N r S s S
r
s
s
}
-
s
) ( ) (
o
for all s s s r s 0 .
Lemma 2.2: [6]. For any
1 > r and for arbitrary
0
2
L - valued predictable process ) ( | such that
( ) . ) ( )) 1 2 ( ( ) ( ) ( sup
0
1
2
2
0
] , 0 [
0
2
r
t
r
r
L
r
r
X
s
t s
ds s E r r u dw u E
|
|
.
|
\
|
s
} }
e
| |
Definition 2.3: A stochastic process
} ] , 0 [ ), ( { T t t x e
< s T 0 is called a mild solution of equations (1), (2)
and (3) if
(i) ) (t x is adapted to . 0 , > I t
t
(ii) X t x e ) ( had g la d ca ` ` paths on ] , 0 [ T t e a.s and
for each ] , 0 [ T t e , ) (t x satisfies the integral equation
( ) ))) 0 ( , 0 ( , 0 ( ) ( ) 0 ( ) ( ) (
0 1
o + = x f x t S t C t x
ds s s x s f s t C
t
}
+
0
0
))) ( ( , ( ) ( o
ds s s x s f s t S
t
))) ( ( , ( ) (
1
0
+
}
) ( ))) ( ( , ( ) (
2
0
s dw s s x s f s t S
t
o +
}
)) ( ( ) (
0
k
t t
k k
t x I t t C
k
< <
+
)) ( (
~
) (
0
k
t t
k k
t x I t t S
k
< <
+ (4)
Definition 2.4: Let
2 > p be an integer. Equation (3) is
said to be asymptotically stable in pth moment if it is
stable in
pth moment and for any
, ,
1
0
X x D
b
e e
I
we have
0 } ) ( {sup lim =
p
X
T
t x E
3. ASYMPTOTIC STABILITY OF
SECOND-ORDER NEUTRAL
STOCHASTIC DIFFERENTIAL
EQUATIONS
Now let us present the main result of this paper. We
consider the asymptotic stability in the pth moment of mild
solutions
(1), (2), (3) by using the fixed point principle.
Moreover, for the purpose of asymptotic
stability, we shall
assume that in this work
) 1 , 0 ( 0 ) 0 , ( f
i
= = i t and
0 ) 0 , ( f
2
= t , , 0 ) 0 ( =
k
I 0 ) 0 (
~
=
k
I , m k ,..., 2 , 1 = .
Then equations (1), (2) and (3) have a trivial solution when
0 = and 0
1
= x .
To prove the following result, we impose the following
conditions.
(I) The cosine family of operators
} 0 ); ( { > t t C
on X and
the corresponding sine family } 0 ); ( { > t t S
satisfy the
conditions
bt
X
Me t C
s ) ( ,
at
X
Me t S
s ) ( , 0 > t
for some constants
1 > M
and
+
e < R b a, 0 .
(II) The functions ) 2 , 1 , 0 ( f
i
= i satisfy the Lipchitz
condition and there exist positive constants
3 2 1
, , K K K for every
0 > t and
X y x e ,
, such
that
1 , 0 ; ) , ( ) , ( = s i y x K y t f x t f
X
i
X
i i
.
2 ; ) , ( ) , (
3 2 2
= s i y x K y t f x t f
X X
(III) The function
k k
I I
~
,
and there are positive
constants q
k
, g
k
such that
p
k
p
k k
y x q y I x I s ) ( ) ( ,
p
k
p
k k
y x g y I x I s ) (
~
) (
~
,
for each
). ,..., 3 , 2 , 1 ( , m k X y x = e
(IV) , 0 ) 0 ( =
k
I 0 ) 0 (
~
=
k
I , m k ,..., 3 , 2 , 1 = .
Theorem 3.1:
Assume the conditions (I)-(IV) hold. Let 2 > p be
an integer and
2
2
) 1 (
p
p
p p
c |
.
|
\
|
= . If the inequality
1 )]
) 2 ( k + a k + b (k M 5 [
2
p
3
p - p
2
p - p
1
p 1 - p
< + +
D L a
p
is satisfied, then the second-order neutral stochastic
differential equations with delays (1), (2) and (3) is
asymptotically stable in pth moment.
Proof: Define an operator
H H + :
by
International Journal of Computer Applications Technology and Research
Volume 2 Issue 4, 415 - 421, 2013
418
( )
ds s s x s f s t C
x f x t S t C t x
t
}
+
+ = +
0
0
0 1
))) ( ( , ( ) (
))) 0 ( , 0 ( , 0 ( ) ( ) 0 ( ) ( ) )( (
o
o
ds s s x s f s t S
t
))) ( ( , ( ) (
1
0
+
}
) ( ))) ( ( , ( ) (
2
0
s dw s s x s f s t S
t
o +
}
)) ( (
~
) ( )) ( ( ) (
0 0
k
t t
k k k
t t
k k
t x I t t S t x I t t C
k k
< < < <
+ +
= ) (
7
1
t F
i
i
=
;
0 > t . (5)
In order to prove the asymptotic stability, it is enough to prove
that
the operator +
has a
fixed point H .To prove this
result, we use the contraction mapping principle. To apply the
contraction mapping principle, first we verify the mean square
continuity of
+
on ) , 0 [
.
Let H x e
,
0
1
> t
and
r is sufficiently small then
. ) ( ) ( 7
) )( ( ) )( (
7
1
1 1
1
1 1
+ s
+ +
i
p
X
i i
p
p
X
t F r t F E
t x r t x E
We can see that
. 0 7 , 6 , 4 , 3 , 2 , 1 , 0 ) ( ) (
1 1
= + r as i t F r t F E
p
X
i i
Moreover by using Holders inequality and lemma 2.2, we
obtain
p
X
t F r t F E ) ( ) (
1 5 1 5
+
) 2 / (
0
) / 2 (
2
1 1 1
1
))) ( ( , (
)) ( ) ( (
2
p
t
p
p
X
p
p
ds
s s x s f
s t S s r t S
E c
(
(
|
|
.
|
\
|
+
s
}
o
) 2 / (
) / 2 (
2 1
1
1
1
) ))) ( ( , ( ) ( ( 2
p
r t
t
p
p
X
p
p
ds s s x s f s r t S E c
(
(
+ +
}
+
o
, 0 0 r as (6)
Thus, + is continuous in pth moment on ) , 0 [ .
Next , we show that H H c + ) ( . From (5), we obtain
p
X
p
p
X
p
p
X
p
p
x
x f t S E x t S E
t C E t x E
))) 0 ( 0 ( , 0 ( ) ( 8 ) ( 8
) 0 ( ) ( 8 ) )( (
0
1
1
1
1
o
+ +
s
p
X
t
p
ds s s x s f s t C E
}
+
0
0
1
))) ( ( , ( ) ( 8 o
p
X
t
p
ds s s x s f s t S E ))) ( ( , ( ) ( 8
1
0
1
+
}
p
X
t
p
s dw s s x s f s t S E ) ( ))) ( ( , ( ) ( 8
2
0
1
o +
}
p
X
k k k
t t
p
t x I t t C E
k
)) ( ( ) ( 8
0
1
+
< <
. )) ( (
~
) ( 8
0
1
p
X
k k k
t t
p
t x I t t S E
k
+
< <
Now, we estimate the terms on the right hand side of (7) using
( I ), ( II ), ( III ) and (IV) we obtain
p
X
p
t C E ) 0 ( ) ( 8
1
0 8
1
s
p
D
bpt p p
e M as t , (8)
p
X
p
x t S E
1
1
) ( 8
0 8
1
1
s
p
X
apt p p
x e M as t , (9)
p
X
p
x f t S E ))) 0 ( , 0 ( , 0 ( ) ( 8
0
1
o
0 )) 0 ( ( 8
1
1
s
p
X
apt p p
x K e M o
as t ,(10)
p
X
k k k
t t
p
t x I t t C E
k
)) ( ( ) ( 8
0
1
< <
0 )) ( ( 8
1
s
p
X
k k
pbt p p
t x I e M
as t , (11)
p
X
k k k
t t
p
t x I t t S E
k
)) ( (
~
) ( 8
0
1
< <
0 )) ( (
~
8
1
s
p
X
k k
pat p p
t x I e M
as t , (12)
From
I, II, III, (IV) and Holders inequality, we have
p
X
t
p
ds s s x s f s t C E
}
0
0
1
))) ( ( , ( ) ( 8 o
ds s s x E e ds e K M
p
X
t
s t b
p
t
s t b p p p
)) ( ( 8
0
) (
1
0
) (
1
1
o
(
s
} }
ds s s x E e b K M
t
p
X
s t b p p p p
}
s
0
) ( 1
1
1
)) ( ( 8 o .
(13)
International Journal of Computer Applications Technology and Research
Volume 2 Issue 4, 415 - 421, 2013
419
For any H t x e ) (
and any 0 > c , there exist a 0
1
> t ,
such that c o <
p
X
s s x E )) ( ( for
1
t t > .
Thus from (13), we obtain
p
X
t
p
ds s s x s f s t C E
}
0
0
1
))) ( ( , ( ) ( 8 o
ds s s x E e e b K M
t
p
X
bs bt p p p p
}
s
1
0
1
1
1
)) ( ( 8 o
c
p p p p
b K M
+
1
1
8 . (14)
As 0
bt
e as t and by assumption on Theorem
3.1, there exists
1 2
t t > , such that for any ,
2
t t > we have
c c
o
p p p p
t
p
X
bs bt p p p p
b K M
ds s s x E e e b K M
s
}
1
1
0
1
1
1
8
)) ( ( 8
1
(15)
From (14) and (15), for any
2
t t > , we obtain
c o <
}
p
X
t
p
ds s s x s f s t C E
0
0
1
))) ( ( , ( ) ( 8 .
That is to say,
0 ))) ( ( , ( ) ( 8
0
0
1
}
p
X
t
p
ds s s x s f s t C E o
as t .
(16)
Similarly we can obtain
0 ))) ( ( , ( ) ( 8
0
1
1
}
p
X
t
p
ds s s x s f s t S E
as t . (17)
Now for any , ) ( S t x e | | e , t t , we have
) ( ))) ( ( , ( ) ( 8
2
0
1
p
X
t
p
s d s s x s f s t S E e o
}
( )
) 2 / (
0
) / 2 (
2
) ( 1
))) ( ( , ( 8
p
t
p
p
X
s t ap p
p
p
ds s s x s f E e M c
(
s
}
o
) 2 / (
0
) / 2 ( ) ( 2
3
1
) ))) ( ( ( 8
p
t
p
p
X
s t a p p
p
p
ds s s x E e k M c
(
s
}
o
s
}
1
0
) / 2 ( ) ( 2
3
1
) ))) ( ( ( 8
t
p
p
X
s t a p p
p
p
ds s s x E e k M c o
2 /
/ 2 ) ( 2
1
) ))) ( ( (
p
t
t
p
p
X
s t a
ds s s x E e
(
(
(
+
}
o
( ) ds s s x E e k M c
p
t
p
p
X
s t a p p
p
p
) 2 / (
0
) / 2 ( ) ( 2
3
1
1
) ))) ( ( ( 8
}
s
o
2 /
3
1
) 2 ( 8
p p p
p
p
a k M c
+ c
(18)
As 0
pat
e as t and by assumption on Theorem
3.1, there exists a ,
1 2
t t > such that for any ,
2
t t > we have
( ) ds s s x E e k M c
p
t
p
p
X
s t a p p
p
p
) 2 / (
0
) / 2 ( ) ( 2
3
1
1
) ))) ( ( ( 8
}
o
2 /
3
1
) 2 ( 8
p p p
p
p
a k M c
s c c . (19)
From (18) and (19), for any ,
2
t t > we obtain
. ) ( ))) ( ( , ( ) ( 8
2
0
1
c o <
}
p
X
t
p
s dw s s x s f s t S E
(20)
That is to say
}
t as s dw s s x s f s t S E
p
X
t
p
0 ) ( ))) ( ( , ( ) ( 8
0
2
1
o
. (21)
Thus from (8)-(12) and (16), (17), (21), we can obtain
+ t as t x E
p
x
0 ) )( ( .Thus we conclude that
. ) ( H H c +
Next we prove that + is a contraction mapping .To see this,
Let H y x e ,
and for ], , 0 [ T s e we obtain
p
X
T s
t y t x E ) )( ( ) )( ( sup
] , 0 [
+ +
e
p
X
t
T s
p
ds
s s y s f
s s x s f
s t C E
} |
|
.
|
\
|
s
e
0 0
0
] , 0 [
1
))) ( ( , (
))) ( ( , (
) ( sup 5
o
o
p
X
t
T s
p
ds
s s y s f
s s x s f
s t S E
} |
|
.
|
\
|
+
e
0 1
1
] , 0 [
1
))) ( ( , (
))) ( ( , (
) ( sup 5
International Journal of Computer Applications Technology and Research
Volume 2 Issue 4, 415 - 421, 2013
420
p
X
t
T s
p
s d
s s y s f
s s x s f
s t S E
} |
|
.
|
\
|
+
e
0 2
2
] , 0 [
1
) (
))) ( ( , (
))) ( ( , (
) ( sup 5 e
o
o
( )
p
X
t t
k k k k k
T s
p
k
t y I t x I t t C E
< <
e
+
0
] , 0 [
1
)) ( ( )) ( ( ) ( sup 5
( )
p
X
t t
k k k k k
T s
p
k
t y I t x I t t S E
< <
e
+
0
] , 0 [
1
)) ( (
~
)) ( (
~
) ( sup 5
2 /
3 2 1
1
) 2 ( [ 5
p
p
p p p p p p p
a c k a k b k M
+ + s
=
+ +
m
k
p
X
k
paT
m
k
p
X
k
pbT
g E e q E e
1 1
)] ( ) (
p
X
T s
t y t x E ) ( ) ( sup
] , 0 [
e
.
Therefore, +is a contraction mapping and hence there exist
an unique fixed point ) ( x in H which is the solution of the
equations (1)-(3) with
1 0
) 0 ( , ) ( x x x = ' = and
0 ) (
p
X
t x E as
. t This completes the proof.
Corollary 3.2:
If the conditions (I) to (IV) hold, then the second- order
neutral impulsive stochastic differential system (1) to (3) is
mean square asymptotically stable if
1 )
) 2 ( ( 5
1 2
3
2 2
2
2 2
1
2
< + + + +
D L a k a k b k M
where |
.
|
\
|
=
=
m
k
X
k
bT
q E e L
1
2
2
,
|
.
|
\
|
=
=
m
k
X
k
bT
g E e D
1
2
2
.
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[6] Da Prato, G., Zabczyk, J., 1992. Stochastic Equations in
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[9] Hale, J. K., Lunel. S. M. V., 1991. Introduction to
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[10] Hu, L., Ren, Y., Existence results for impulsive neutral
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