Sensitivity analysis for a fractional stochastic differential equation with S p-weighted pseudo almost periodic coefficients and infinite delay.

In this paper, we study the parameter sensitivity analysis a class of fractional impulsive stochastic differential equation with S p -weighted pseudo almost periodic coefficients and infinite delay in Hilbert spaces. Firstly, a more appropriate concept of piecewise S p -weighted pseudo almost periodic in distribution for stochastic processes of class ∞ is introduced. The existence of piecewise weighted pseudo almost periodic mild solutions in distribution is presented by using α -order fractional resolvent operator theory, the stochastic analysis techniques and a fixed-point theorem. Secondly, the sensitivity properties of these infinite delay systems under non-Lipschitz conditions is also obtained. Finally, two examples are given for demonstration. [ABSTRACT FROM AUTHOR]