Abstract and Applied Analysis
Volume 2011 (2011), Article ID 439724, 10 pages
http://dx.doi.org/10.1155/2011/439724
Research Article

Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation

L. J. Shen1,2 and J. T. Sun1

1Department of Mathematics, Tongji University, Shanghai 200092, China
2Department of Mathematics, Luoyang Normal University, Luoyang 471022, China

Received 9 May 2011; Accepted 9 October 2011

Academic Editor: Jinhu Lü

Copyright © 2011 L. J. Shen and J. T. Sun. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Abstract

This paper investigates the existence and uniqueness of mild solutions to the general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis technique, we propose sufficient conditions on existence and uniqueness of solution for stochastic differential equations with impulses. An example is also discussed to illustrate the effectiveness of the obtained results.