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Research article

Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses

  • Received: 18 November 2020 Accepted: 05 February 2021 Published: 22 February 2021
  • MSC : 26A33, 34A08, 34A12, 34A37, 60H10

  • The aim of this manuscript is to investigate the existence of mild solution of Hilfer fractional neutral stochastic differential equations (HFNSDEs) with non-instantaneous impluses. We establish a new criteria to guarantee the sufficient conditions for a class of HFNSDEs with non-instantaneous impluses of order 0<β<1 and type 0α1 is derived with the help of semigroup theory and fixed point approach, namely M¨onch fixed point theorem. Finally, a numerical example is provided to validate the theoretical results.

    Citation: Ramkumar Kasinathan, Ravikumar Kasinathan, Dumitru Baleanu, Anguraj Annamalai. Hilfer fractional neutral stochastic differential equations with non-instantaneous impulses[J]. AIMS Mathematics, 2021, 6(5): 4474-4491. doi: 10.3934/math.2021265

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  • The aim of this manuscript is to investigate the existence of mild solution of Hilfer fractional neutral stochastic differential equations (HFNSDEs) with non-instantaneous impluses. We establish a new criteria to guarantee the sufficient conditions for a class of HFNSDEs with non-instantaneous impluses of order 0<β<1 and type 0α1 is derived with the help of semigroup theory and fixed point approach, namely M¨onch fixed point theorem. Finally, a numerical example is provided to validate the theoretical results.



    In recent years, the fractional calculus (FC) has enjoyed considerable importance in the field of science and engineering, physics, fluids mechanics, biological, chemical, finance markets and viscoelasticity. Moreover, FC is the more generalization of differentiation and integration. On the otherhand, the theory and practical application of the fractional differential equations (FDEs) in the field of science, finance and many other areas. The wide application of FDEs could be seen in the monographs [16,17,21,25,28,30] and the references therein [11,15,19].

    Hilfer [16] popularized a special kind of fractional derivative, which are includes both Riemann-Liouville (R-L) derivative and Caputo fractional derivative as a special kind such as the implication and application of Hilfer fractional derivative (HFD) implement in the theoretical simulation of rouse model, relaxation and diffusion models for biophysical phenomena, dielectric relaxation in glass forming materials, etc. Firstly, many researchers have been done in the field of existence of Hilfer fraction evolution equation and non-local condition (see [1,2,3,4,19]).

    On the other hand, deterministic models often fluctuate due to environmental noise. Therefore to have better performance in the models are widespread use. Therefore, it is necessary to move from deterministic case to stochastic ones. Stochastic differential equations (SDEs) are crucial application in many developement field of engineering and science. For other details on SDEs the authors can refer to the books [8,20,23,26] and the articles therein [6,7,11]. Impulsive fractional differential equations (IFDEs) is an effective mathematical tool to model in both the physical and social sciences. There has a significant development in impulsive theory especially in the area of IFDEs with fixed moments and the references therein [5,17,18,25,30]. Although, all physical system which evolve with respect to time are suffered by small abrupt changes in the form of impulses. These impulse can be specified into two cases:

    (ⅰ) Instantaneous impulsive differential equations (IIDEs).

    (ⅱ) Non-instantaneous impulsive differential equations (NIIDEs).

    IIDEs: i.e., in the system, impulse occurs for a short time period which is negligible on comparing with overall time period is instantaneous impulse. The second type NIIDEs i.e., impulsive disturbance which starts at time and remains active on a finite time period is non-instantaneous impulsive. Inspite of, the action of instantaneous impulsive phenomena seen as do not describe some certain dynamics of evolution processes in pharmacotherapy. For example, high or low levels of glucose, one can prescribe some intravenous drugs (insulin). The introduction of the drugs in the blood stream and the consequent absorption for the body are gradual and continuous process. To this end, Hernandez and O'Regan [14] introduce the NIIDEs. It also can be broadly used in medical science, mechanical engineer and any other fields. For instance, bursting rhythm models in medicine, biological phenomena involving thresholds, learning control model and biology. For more details on NIIDEs see [12,15,24,29]. To the best of our knowledge, there are finite works by considering the existence of HFSDEs with impulsive effect. Motivated by the above works HFNSDEs with non-instantaneous impluses, very recently, many researchers have done in the excellent field of the existence of mild solutions for a class of HFSDEs in Hilbert space see [1,2,3,4,13,19,27].

    Although, to the best of our knowledge the existence of HFNSDEs with non-instantaneous impluses has not been examined yet. Many researchers express the existence results by the familiar definitions of fractional derivatives defined by Caputo and R-L sense. HFD, it is universality of R-L fractional derivative and Caputo fractional derivative. The proposed work on the existence of HFNSDEs with non-instantaneous impluses is original to the literature and more general result than the existing literature. Therefore, in this work we consider the following HFNSDEs with non-instantaneous impluses to study the existence of mild solution:

    Dα,β0+[u(t)h(t,u(t))]=A[u(t)h(t,u(t))]+f(t,u(t))+s0g(τ,u(τ))dw(τ),t(si,ti+1]J:=(0,b], i=0,1,2,,Nu(t)=Ii(t,u(t)),  t(ti,si],  i=1,2,,NI(1γ)0+[u(0)h(0,u(0))]=u0,  γ=α+βαβ. (1.1)

    where u()X a real separable Hilbert space; its inner product and norm are defined as follows: <,>X, X. Here J:=[0,b] and J:=(0,b] denote the time intervals. The operators A:D(A)XX is the infinitesimal generator of a strongly continuous semigroup of a bounded linear operator T(t), t0 on X, for more details on semigroup operators refer [26]. Let Y be another separable Hilbert space, with norm Y and inner product <,>Y. The functions h,f and g defined later.

    The primary contribution and advantage of this article can be foreground as follows:

    (1) For the first time in literature, existence of solution of HFNSDEs with non-instantaneous impluses is investigated.

    (2) New set of sufficient conditions are established for the existence of mild solution of HFNSDEs with non-instantaneous impluses in system (1.1). This work generalizes many results obtained for fractional SDEs involving Caputo and R-L fractional derivatives.

    (3) The property of Hausdorff measure of non compactness is adopted to prove the relatively compact conditions.

    (4) The aimed of our technique relies on M¨onch fixed point theorem is effectively used to establish the new results.

    (5) The proposed theoretical results through a numerical example.

    The manuscript is formulated listed as follows: we will present some basic definitions for fractional operators and also the solution representation of HFNSDEs with non-instantaneous impluses will be discussed in Section 2. In Section 3, by applying M¨onch fixed point theorem and hypotheses, existence of mild solution of system (1.1) is proved. We illustrate the effectiveness of the theoretical results through a numerical example in Section 4. At last, conclusion is drawn in Section 5.

    This section contains basic preliminaries, and notations:

    Let (Ω,,P) be a complete probability space furnished with complete family of right continuous increasing sub σ-algebras {t,tJ} satisfying t. The collection of all strongly measurable, pth mean square integrable X-valued random variable, denoted by Lp(Ω,,P,X)Lp(Ω,X) with a Banach space equipped with norm

    u()Lp(Ω,X)=(Eu(,w)pX)1/p.

    Let L(Y,X) defined the space of all bounded linear operators from Y into X, whenever X=Y, and denote by L(Y). QL(Y) represents a non-negative self-adjoint operator. Let L02=L2(Q12Y,X) be the space of all Hilbert-Schmidt operators from Q12Y into X, ψL02 is called a Q-Hilbert-Schmidt operator. For a[0,b) and γ[0,1], consider the weighted spaces of continuous functions

    Cγ([a,b],Lp(Ω,X))={uC([a,b],Lp(Ω,X)):(ta)γu(t)C([a,b],Lp(Ω,X))}.

    Now, define C([a,b],Lp(Ω,X)) is a Banach space with norm

    EuC([a,b],Lp(Ω,X))=(supt(a,b](ta)γu(t)p).

    Let Jk=(sk,tk+1], ¯Jk=[sk,tk+1](k=0,1,2,,N), Ti=(ti,si], ¯Ti=[ti,si](k=1,2,,N). Let H=PC1γ(J,Lp(Ω,X))={u:(tsk)1γuJk,Lp(Ω,X)),limts+k(tsk)1γu(t),uC(Ti,Lp(Ω,X))} and limtt+iu(t) exist, k=0,1,2,,N, i=1,2,,N, with

    H={Eu(t)pPC1γ(J,Lp(Ω,X))}1p=max{(maxk=0,1,2,,NsuptJkE(tsk)1γu(t)p)1p,(maxi=1,2,,NsuptTiEu(t)p)1p}.

    Definition 2.1. [21] The Riemann-Liouville fractional integral operator of a function f:[0,+)R with order β>0 is

    Iβ0+f(t)=1Γ(β)t0f(s)(ts)1βds, t>a.

    Remark:

    (ⅰ) For α=0 and 0<β<1, the Hilfer fractional derivative leads as Riemann-Liouville fractional derivative:

    Dα,β0+f(t)=I1β0+ddtI(1β)0+f(t)=LDβ0+f(t).

    (ⅱ) For α=1 and 0<β<1, the Hilfer fractional derivative becomes as Caputo derivative:

    D1,β0+f(t)=I1β0+ddtf(t)=CDβ0+f(t).

    Lemma 2.2. [13] The operators Sα,β and Pβ satisfies,

    (i) {Pβ(t), t>0} is continuous.

    (ii) For any t>0, Sα,β(t) and Pβ(t) are bounded and linear operators,

    Pβ(t)uMTtβ1Γ(β)u.Sα,β(t)uMTtγ1Γ(γ)u, γ=(1α)(1β).

    (iii) {Pβ(t):t>0} and {Sα,β(t):t>0} are strongly continuous.

    Lemma 2.3. [10] The Hausdorff measure of non compactness μ() defined on each bounded subset Λ of the Banach space X is given by μ(Λ)=inf{ϵ>0;Λ has a finite ϵ net in X}. The following are some important properties of μ(). If X is a real Banach space and Λ,ΩX are bounded, then the following properties hold:

    (i) Λ is precompact iff μ(Λ)=0.

    (ii) μ(Λ+Ω)μ(Λ)+μ(Ω), where Λ+Ω={u+v;uΛ,vΩ}

    (iii) If WC(J;X) is bounded and equicontinuous, then tμ(W(t)) is continuous on J, and

    μ(W)maxtJμ(W(t)), μ(t0W(s)ds)t0μ(W(s))ds, for all tJ,

    where

    t0W(s)ds={t0u(s)ds: for all uW,tJ}.

    (iv) If {un}n=1 is a sequence of Bochner integrable functions from J into X with un(t)˜m(t) for a.e. tJ and n1, where ˜m(t)L(J;R+), then the function ψ(t)=μ({un}n=1)L(J;R+) and satisfies

    μ({t0un(s)ds:n1})2t0ψ(s)ds.

    Lemma 2.4. [9] Let FX be bounded and equicontinuous. Then μ(Λ(t)) is continuous on [0,b], and μ(Λ)=suptJμ(Λ(t)), where μ(Λ(t))={u(t):uΛ}.

    Lemma 2.5. [22] Suppose D is a closed convex subset of Banach space H, 0D. If Φ:DH is continuous and of M¨onch type, (i.e.) Φ satisfies the property: MD, M is countable, M¯co({0}Φ(M))¯M is compact, then Φ has a fixed point in D.

    Lemma 2.6. [11] For any p1 and for arbitrary L02-valued predictable process ϕ() such that

    sups[0,t]Es0ϕ(s)dw(s)2pX(p(2p1))p(t0[Eϕ(s)2pL02]ds)p,  t[0,+)

    where cp=(p(2p1))p.

    Definition 2.7. An X-valued t-adopted stochastic process u(t) is called as mild solution of NIHFNSDEs (1.1) if the following integral equation is verified

    u(t)={Sα,β(t)u0+h(t,u(t))+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds               for  t[0,t1],Ii(t,u(t)),                                                       for  t(ti,si],Sα,β(tsi)[Ii(t,u(si))]+h(t,u(si))+si0Pβ(sis)f(s,u(s))ds+si0Pβ(sis)[s0g(τ,u(τ))dw(τ)]ds+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds,                                                                      for t(si,ti+1],

    where

    Sα,β(t)=Jα(1β)0+Pβ(t),P(t)=tβ1( T)β(t),Tβ(t)=0βθψβ(θ)(T)(tβθ)dθ,
    here ψβ(θ)=n=1(θn1)(n1)!Γ(1nβ), 0<β<1, θ(0,),

    is Wright-type function which satisfies the following,

    0θξψβ(θ)dθ=Γ(1+ξ)Γ(1+βξ) for θ0.

    In order to prove the existence result, we impose the following hypotheses hold:

    (H1) The function f:J×XX satisfies

    (ⅰ) uf(t,u) is continuous for a.e tJ and tf(t,u) is strongly measurable for each uX.

    (ⅱ) a function mf(t)L(J,R+) and non-decreasing continuous function Θ1:[0,)(0,) s.t for any uX and each tJ,

    Ef(t,u(t))pmf(t)Θ1(u(t)pH).

    (ⅲ) a function Θ2L(J,R+) and a constant f>0 with suptJΘ2(t)=f s.t for any bounded subset DX,

    μ(f(t,u))Θ2(t)[suptJμ(D(t))].

    (H2) The function g:J×XL02 satisfies

    (ⅰ) ug(t,u) is continuous for a.e tJ and tg(t,u) is strongly measurable for each uX.

    (ⅱ) a function mg(t)L(J,R+) and a continuous non-decreasing function Θ3:[0,)(0,) s.t for any uX and each tJ,

    Eg(t,u(t))pL02mg(t)Θ3(u(t)pH).

    (ⅲ) a function Θ4L(J,R+) and a constant g>0 with suptJΘ4(t)=g s.t for any bounded subset DX,

    μ(g(t,u))Θ4(t)[suptJμ(D(t))].

    (H3) The functions Ii:(ti,si]×XX, i=1,2,,N are continuous and satisfy the following conditions:

    (ⅰ) For r>0, +ve functions ρi(r), i=1,2,,N dependent on r s.t

    EIi(t,u(t))pXρi(r).

    (ⅱ) constants ¯ρi>0 s.t for each bounded subset DX,

    μ(Ii(t,D))¯ρisupt(ti,si]μ(D(t)), i=1,2,,N.

    (H4) (ⅰ) The functions h:J×XX is continuous, and a mh>0 s.t tJ, u,vX

    Eh(t,u(t))h(t,v(t))pmh(uvpH),
    Eh(t,u(t))pmh(1+upH).

    (ⅱ) a function Θ5L(J,R+) and a constant h>0 with suptJΘ5(t)=h s.t for any bounded subset DX,

    μ(h(t,u))Θ5(t)[suptJμ(D(t))].

    (H6)

    Λ={h+2[MTΓ(β)][tβ1β](f+t1cpg)+maxi=1,2,...,N(ˉρi)+[MTΓ(γ)](ti+1si)p(1γ)[ˉρi]+h+4[MTΓ(β)][bββ](f+cpgb)}<1.

    Theorem 3.1. If assumptions (H1)(H6) holds. Then NIHFNSDEs of the Eq (1.1) has a mild solution on J.

    Proof: Define an operator Φ:HH as follows:

    (Φx)(t)={Sα,β(t)u0+h(t,u(t))+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds,   for  t[0,t1], i=0.Ii(t,u(t)),                                             for  t(ti,si], i1.Sα,β(tsi)[Ii(t,u(si))]+h(t,u(t))+si0Pβ(sis)f(s,u(s))ds+si0Pβ(sis)[s0g(τ,u(τ))dw(τ)]ds+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds,   for t(si,ti+1],i1.

    By using M¨onch fixed point theorem, we prove that Φ has a fixed point which is a mild solution of (1.1). The proof is given in the following four steps.

    Step 1: Φ maps bounded set into bounded set in H.

    Indeed, it is sufficient to prove for any r>0, a L>0 s.t for each uBr={uH, upH<r}, we have ΦupHL

    For t[0,t1],

    supt[0,t1]tp(1γ)1E(Φu)(t)p4p1supt[0,t1]tp(1γ)1{ESα,β(t)u0p+Eh(t,u(t))p+Et0Pβ(ts)f(s,u(s))dsp+Et0Pβ(ts)[s0g(τ,x(τ))dw(τ)]dsp}4p14i=1Gi. (3.1)

    By Lemma 2.3, we get,

    G1=ESα,β(t)u0p[MTΓ(γ)tγ11]pEu0p.

    By using Lemma 2.3, and (H4), we have,

    G2=Eh(t,u(t))pmh(1+upH)mh(1+r).

    Using H¨older inequality, Lemma (H1)(ii) we get,

    G3=Et0Pβ(ts)f(s,u(s))dsp[t0(MTΓ(β))(ts)β1ds]pEf(s,u(s))p[MTΓ(β)]p[tβ1β]p1(t0mf(s)Θ1(u(t)pH)ds)[MTΓ(β)]p[tβ1β]p1(t0mf(s)ds)Θ1(r).

    By Lemma 2.3, and (H2)(ii) we have,

    G4=Et0Pβ(ts)[s0g(τ,u(τ))dw(τ)]dsp[MTΓ(β)]pcp[t0(ts)β1(s0Eg(τ,u(τ))pdτ)2pds]p2[MTΓ(β)]pcp[t0(ts)β1ds]p2(s0Eg(τ,u(τ))pds)[MTΓ(β)]pcp[tβ1β]p2(t0mg(s)ds)Θ3(r).

    From the above, (3.1) becomes,

    supt[0,t1]tp(1γ)1E(Φu)(t)p4p1supt[0,t1]tp(1γ)1{[MTΓ(γ)tγ11]pEu0p+mh(1+r)+[MTΓ(β)]p[tβ1β]p1(t0mf(s)ds)Θ1(r)+[MTΓ(β)]pcp[tβ1β]p2(t0mg(s)ds)Θ3(r)}:=L1.

    Next, for any t(ti,si], i=1,2,,N,

    supt[ti,si]E(Φu)(t)psupt[ti,si]{EIi(u(ti))p}{ρi(r)}:=L2.

    lly for any t(si,ti+1], i=1,2,,N one can estimate,

    supt[si,ti+1](tsi)p(1γ)E(Φu)(t)p6p1supt[si,ti+1](tsi)p(1γ){ESα,β(tsi)[Ii(si,u(si))]p+Eh(t,u(t))p+Esi0Pβ(sis)f(s,u(s))dsp+Esi0Pβ(sis)[s0g(τ,u(τ))dw(τ)]dsp+Et0Pβ(ts)f(s,u(s))dsp+Et0Pβ(ts)[s0g(τ,u(τ))dw(τ)]dsp}6p1supt[si,ti+1](tsi)p(1γ){[MTΓ(γ)]p[(tsi)p(1γ)]ρi(r)+mh(1+r)+[MTΓ(β)]pspβ1i(si0mf(s)ds)Θ1(r)+[MTΓ(β)]pcpspβ1i(si0mg(s)ds)Θ3(r)+[MTΓ(β)]ptpβ1(t0mf(s)ds)Θ1(r)+[MTΓ(β)]pcptpβ1(t0mg(s)ds)Θ3(r)}6p1bp(1γ){[MTΓ(γ)]pbp(γ1)ρi(r)+mh(1+r)+2[MTΓ(β)]p(bpβ1(b0mf(s)ds)Θ1(r)+cpbpβ1(b0mg(s)ds)Θ3(r))}:=L3.

    Let L=max{L1,L2,L3} then for each uBr, we have (Φu)(t)pHL.

    Step 2: Φ is continuous on Br.

    Let {un(t)}n=1Br with tnu, (n) in Br. Therefore, the continuous functions are h,f and gϵ>0, N s.t for each nN,

    Eh(s,un(s))h(s,u(s))p<ϵ,Ef(s,un(s))f(s,u(s))p<ϵ,Eg(s,un(s))g(s,u(s))p<ϵ.

    For each tJ, we get

    Ef(s,un(s))f(s,u(s))p3p1mf(t)Θ1(r),Es0[g(τ,un(τ))g(τ,u(τ))]dw(τ)p3p1cp(s0mg(t)Θ3(r)dr).

    From (H1)(H5) and dominated convergence theorem, for t[0,t1]

    suptJtp(1γ)E(Φun)(t)(Φu)(t)p3p1supt[0,t1]tp(1γ)1{Eh(s,un(s))h(s,u(s))p+Et0Pβ(ts)[f(s,un(s))f(s,u(s))]dsp+Et0Pβ(ts)[s0[g(τ,un(τ))g(τ,u(τ))]dw(τ)]dsp}0 as n.

    Next, for any t(ti,si], i=1,2,,N,

    suptJtp(1γ)E(Φun)(t)(Φu)(t)psuptTiEIi(t,un(t))Ii(t,u(t))p0 as n.

    For any t(si,ti+1], i=1,2,,N,

    suptJtp(1γ)E(Φun)(t)(Φu)(t)p6p1suptJk(tsi)p(1γ){Sα,β(tsi){Ii(si,un(si))Ii(si,u(si))}p+h(t,un(t))h(t,u(t))p+si0Pβ(sis)[f(t,un(s))f(t,u(s))]dsp+si0Pβ(sis)[s0[g(τ,un(τ))g(τ,u(τ))]dw(τ)]dsp+t0Pβ(ts)[f(t,un(s))f(t,u(s))]dsp+t0Pβ(ts)[s0[g(τ,un(τ))g(τ,u(τ))]dw(τ)]dsp}0 as n.

    Then,

    suptJtp(1γ)E(Φun)(t)(Φu)(t)p0 as n.

    Thus Φ is continuous.

    Step 3: Φ maps bounded sets into equicontinuous sets of Br.

    Let 0<τ1<τ2<t1. For each uBr,

    supt[0,t1]tp(1γ)1(Φu)(τ2)(Φu)(τ1)p4p1supt[0,t1]tp(1γ)1{E[Sα,β(τ2)Sα,β(τ1)]u0p+Eh(τ2,u(τ2))h(τ1,u(τ1))p+Eτ10[Pβ(τ2s)Pβ(τ1s)]f(s,u(s))dsp+Eτ2τ1Pβ(τ2s)f(s,u(s))dsp+Eτ10[Pβ(τ2s)Pβ(τ1s)][s0g(τ,u(τ))dw(τ)]dsp+Eτ2τ1Pβ(τ2s)[s0g(τ,u(τ))dw(τ)]dsp}.

    For any τ1,τ2(ti,si], τ1<τ2, i=1,2,,N,

    E(Φu)(τ2)(Φu)(τ1)p=suptTi[EIi(τ2,u(τ2))Ii(τ1,u(τ1))p]=suptTiEIi(τ2,u(τ2))Ii(τ1,u(τ1))p.

    lly for any τ1,τ2(si,ti+1], τ1<τ2, i=1,2,,N,

    suptJk(tsi)p(1γ)E(Φu)(τ2)(Φu)(τ1)p6p1suptJk(tsi)p(1γ){E[Sα,β(τ2si)Sα,β(τ1si)]×[Ii(si,u(si))]p+Eh(τ2,u(τ2))h(τ1,u(τ1))p+Eτ10[Pβ(τ2s)Pβ(τ1s)]f(s,u(s))dsp+Eτ2τ1Pβ(τ2s)f(s,u(s))dsp+Eτ10[Pβ(τ2s)Pβ(τ1s)][s0g(τ,u(τ))dw(τ)]dsp+Eτ2τ1Pβ(τ2s)[s0g(τ,u(τ))dw(τ)]dsp}.

    Right hand side of the above inequalities tends to zero as τ2τ1, since the definitions of Sα,β(), Pβ() imply the continuity, one can see that (Φu)(t2)(Φu)(t1)2H tends to zero independently of uBr as τ2τ1, for ϵ sufficiently small. Further, Φu, uBr is equicontinuous. Thus, Φ maps Br into a family of equicontinuous.

    Step 4: M¨onch conditions holds. Let us consider an arbitrary bounded subset DBr which is countable and D¯co({0}Φ(D)). We prove that μ(D)=0, where μ() is Hausdorff measure of non compactness. Without loss of generality we assume that D={un}n=1, from Step 3 it is easy to verify that D is bounded and equicontinuous.

    Now, Define

    Φ(D)={h(t,u(t))+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds,   for  t[0,t1], i=0.Ii(t,u(t)),                                             for  t(ti,si], i1.Sα,β(tsi)[Ii(t,u(si))]+h(t,u(t))+si0Pβ(sis)f(s,u(s))ds+si0Pβ(sis)[τ0g(s,u(s))dw(s)]ds+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[τ0g(s,u(s))dw(s)]ds,  for t(si,ti+1], i1.

    Let Φ(D)=Φ1(D)+Φ2(D)+Φ3(D).

    First, we estimate Φ1(D), for t[0,t1], we get,

    Let

    {Φ1(D(t))}={h(t,u(t))+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds}Φ11(D(t))+Φ12(D(t))+Φ13(D(t)).

    By assumptions (H4)(ii), the estimate of Φ11(D(t)) can be derived as

    μ[{Φ11(D(t))}]μ[h(t,D(t))]Θ5(t)[supt[0,t1]μ(D(t))].

    By assumptions (H1)(iii), the estimate of Φ12(D(t)), we have

    μ[{Φ12(D(t))}]μ[t0Pβ(ts)f(s,D(s))ds]2[MTΓ(β)][tβ1β]Θ2(t)[supt[0,t1]μ(D(t))].

    lly, by assumptions (H2)(iii), the estimate of Φ13(D(t)), we have

    μ[{Φ13(D(t))}]μ[t0Pβ(ts)[s0g(τ,D(τ))dw(τ)]ds]μ[t0Pβ(ts)[(s0g(τ,D(τ))dw(τ)]2)12ds]2[MTΓ(β)]cp[tβ1β]t1Θ4(t)[supt[0,t1]μ(D(t))].

    By using the above estimates, becomes

    {Φ1(D(t))}={h+2[MTΓ(β)][tβ1β](f+t1cpg)}μ(D(t))Λ1μ(D(t)),

    where

    Λ1={h+2[MTΓ(β)][tβ1β](f+t1cpg)}

    For t(ti,si], i=1,2,,N, we have

    μ[{Φ2(D(t))}]μ[I(t,D(t))]ˉρiμ(D(t))Λ2μ(D(t)).

    where Λ2=ˉρi

    For t(si,ti+1], i=1,2,,N, we have

    μ[{Φ3(D(t))}]μ{Sα,β(tsi)[I(si,u(si))]+h(t,u(t))+si0Pβ(sis)f(s,u(s))ds+si0Pβ(sis)[s0g(τ,u(τ))dw(τ)]ds+t0Pβ(ts)f(s,u(s))ds+t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds}Φ31(D(t))+Φ32(D(t))+Φ33(D(t))+Φ34(D(t))+Φ35(D(t))+Φ36(D(t)).

    By assumptions (H3)(ii), the estimate of Φ31(D(t)) can be derived as

    μ[{Φ31(D(t))}]μ[Sα,β(tsi)[I(si,u(si))]]μ[Sα,β(tsi)[I(si,D(si))]][MTΓ(γ)](tsi)(1γ)[ˉρi]supt(si,ti+1]μ(D(t)).

    By assumptions (H4)(ii), the estimate of Φ32(D(t)) can be derived as

    μ[{Φ32(D(t))}]μ[h(t,u(t))]μ[h(t,D(t))]Θ5(t)supt(si,ti+1]μ(D(t)).

    By assumptions (H1)(iii), the estimate of Φ33(D(t)) can be derived as

    μ[{Φ33(D(t))}]μ[si0Pβ(tsi)f(s,u(s))ds]2[MTΓ(β)](si)ββΘ2(t)[supt(si,ti+1]μ(D(t))].

    lly by assumptions (H2)(iii), the estimate of Φ34(D(t)) can be derived as

    μ[{Φ34(D(t))}]μ[si0Pβ(tsi)[s0g(τ,u(τ))dw(τ)]ds]μ[si0Pβ(ts)[(s0g(τ,D(τ))dw(τ)]2)12ds]2[MTΓ(β)]cp(sβiβ)siΘ5(t)[supt(si,ti+1]μ(D(t))].

    By assumptions (H1)(iii), the estimate of Φ35(D(t)) can be derived as

    μ[{Φ35(D(t))}]μ[t0Pβ(ts)f(s,u(s))ds]2[MTΓ(β)](t)ββΘ2(t)[supt[si,ti+1]μ(D(t))].

    Similarly by assumptions (H2)(iii), the estimate of Φ36(D(t)) can be derived as

    μ[{Φ36(D(t))}]μ[t0Pβ(ts)[s0g(τ,u(τ))dw(τ)]ds]μ[t0Pβ(ts)[(s0g(τ,D(τ))dw(τ)]2)12ds]2[MTΓ(β)]cp(tββ)t1Θ5(t)[supt[si,ti+1]μ(D(t))].

    By using the above estimates, becomes

    μ[{Φ3(D(t))}]{[MTΓ(γ)](ti+1si)p(1γ)[ˉρi]+h+4[MTΓ(β)][bββ](f+cpgb)}μ(D(t))Λ3μ(D(t)).

    where

    Λ3={[MTΓ(γ)](ti+1si)p(1γ)[ˉρi]+h+4[MTΓ(β)][bββ](f+cpgb)}.
    {Φ(D(t))}=μ[Φ1(D)+Φ2(D)+Φ3(D)][Λ1+Λ2+Λ3]μ(D(t))Λμ(D(t)).

    where Λ is a constant given in (H5), and Λ(0,1).

    By using Lemma 2.3, we have

    μ(D)μ(¯co({0}Φ({D})))=μ(Φ(D))Λμ(D),

    which implies that μ(D)=0, D is relatively compact set. Therefore, by Lemma 2.5, Φ has a fixed point in D. Thus, the NIHFNSDEs of the system (1.1) has a fixed point on J, which is a mild solutions.

    Consider the following partial NIHFNSDEs, system of the form

    D12,180+[u(t,ζ)sin(u(t,ζ))40]=2u2[u(t,ζ)sin(u(t,ζ))40]+et1+etsin(u(t,ζ))+etsintdw(t),    t(0,1/3](2/3,1],u(t,ζ)=cost|u(t,ζ)|25+|u(t,ζ)|,  t(1/3,2/3],u(t,0)=u(t,1)=0,   t[0,1],I(1γ)0+[u(0)h(0,u(0))]=u0, (4.1)

    where D12,18 is the Hilfer fractional derivative of order 1/2 and degree 1/8. Take the Hilbert space X=Y=Lp([0,1]) and the operators A:D(A)XX and defined by A=2u2 with D(A)={uX:u,u are absolutely continuous, uX,u(0)=0}. Thus A can be written as Au=n=1n2<u,un>un, uD(A) where un(s)=2πsinns, n=1,2,, is an orthogonal set of eigenvectors of A. Moreover, for uX, we have u=n=111+n2<u,un>un, Au=n=1n21+n2<u,un>un.

    It is known that A is self adjoint and infinitesimal generator of an analytic semigroup {T(t):t0} in X which is given by

    T(t)u=n=1en2t<u,un>,  uX.

    Therefore, T(t)e1<1=M, t0.

    Now, D is any bounded subset Br in X. Define

    f(t,u(t))(ζ)=f(t,u(t,ζ))=et1+etsin(u(t,ζ)),g(t,u(t))(ζ)=g(t,u(t,ζ))=etsint,h(t,u(t))(ζ)=h(t,u(t,ζ))=sin(u(t,ζ))40,μ(f(t,D))=μ(f(t,D(t,ζ)))Θ2(t)[suptJμ(D(t))],μ(t0g(s,D)ds)=μ(t0g(s,D(t,ζ))ds)Θ4(t)[suptJμ(D(t))],μ(h(t,D))=μ(f(t,D(t,ζ)))Θ5(t)[suptJμ(D(t))],

    and t,u(ti,si]×X, i=1,2,,N, one can estimate,

    EIi(t,u)p=cost|u(t,ζ)|25+|u(t,ζ)|Eu(s)p

    and for any bounded subset DX, t(ti,si], i=1,2,,N, we get

    μ(Ii(t,u))pˉρisupt(ti,si]μ(D(t)).

    with the above system (4.1) can be formulated in the abstract form of (1.1), since, the functions f,g,h and I are uniformly bounded. It is easy to verify that conditions of Theorem 3.1. holds, partial NIHFNSDEs, admits a mild solution.

    The aim of this manuscript is to investigate the existence of mild solution of non-instantaneous impulsive neutral Hilfer fractional stochastic differential equation (NIHFNSDEs). We establish a new criteria to guarantee the sufficient conditions for a class of NIHFNSDEs of order 0<β<1 and type 0α1 is derived with the help of fractional calculus, stochastic theory, fixed point theorem and semigroup theory. M¨onch fixed point theorem is adopted to prove the existence of solution. In addition, a numerical example is provided to validate the theoretical result. Further, this result could be extended to investigate the optimal controllability of NIHFNSDEs in future.

    The authors thank the referees for useful comments and suggestion which led to an improvement in the quality of this article.

    All authors declare no conflicts of interest in this paper.



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