CUBO A Mathematical Journal Vol.19, No¯ 01, (89–110). March 2017 Weighted pseudo Almost periodic solutions for fractional order stochastic impulsive differential equations Vikram Singh and Dwijendra N Pandey Department of Mathematics, Indian Institute of Technology Roorkee Roorkee-247667, India. vikramiitr1@gmail.com, dwij.iitk@gmail.com ABSTRACT In this paper, we deal with the existence and uniqueness of piecewise square mean weighted pseudo almost periodic solutions for a class of fractional order stochastic impulsive differential equations. The working tools are based on fixed point technique, fractional power operators and stochastic analysis; methods and theory are adopted from deterministic fractional systems. In addition, an example is given to illustrate the theory. RESUMEN En este art́ıculo estudiamos la existencia y unicidad de soluciones pseudo casi periódicas con pesos promedio cuadrado a trozos para una clase de ecuaciones diferenciales es- tocásticas impulsivas de orden fraccional. Las herramientas de trabajo están basadas en la técnica de punto fijo, operadores de potencia fraccional y análisis estocástico; los métodos y teoŕıa están adaptados a partir de sistemas fraccionales deterministas. Adicionalmente, damos un ejemplo para ilustrar la teoŕıa. Keywords and Phrases: Fractional stochastic impulsive differential equation, Square-mean piecewise weighted pseudo almost periodicity, Analytic semigroup, Fractional power operator. 2010 AMS Mathematics Subject Classification: 26A33, 34A37, 34C27, 34G20, 35R12, 35R60, 43A60. 90 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) 1 Introduction In recent years, fractional differential equations have been gaining considerable attention of many scientists and mathematicians because of their demonstrated applications in widespread fields of science and engineering. Since noises or stochastic perturbations are unavoidable and omnipresent in nature as well as in man-made systems, so we have to move from deterministic models to stochastic models. Stochastic differential equations play an important role in formulation and analysis of fluctuations in stock market prices, asset prices, population modeling, control engi- neering, and chemical engineering [12, 20] ect. Motivated by these facts many researchers are showing great interest to establish an appropriate system to investigate qualitative properties such as existence, uniqueness, controllability and stability of these physical processes with the help of fractional calculus, stochastic analysis and fixed point theorems. For more details, we refer to [1, 3, 10, 11, 16, 19, 28, 29] and references therein. On the other hand, the study of differential equations with impulsive effect constitutes a useful and important field of research due to a lot of applications. In particular, differential equations with impulsive effects arise in various deterministic and stochastic processes which appear in chemical technology, physics, medicine and economics ect. The fractional differential equations involving impulsive effects came out as a natural description of observed phenomena. For more details see [5, 13, 14, 21, 22, 24] and the references therein. The concept of pseudo almost periodic solutions introduced by Zhang [25, 26] is a natural and good generalization of the classical almost periodic functions. Further, Diagana investigated weighted pseudo almost periodic solutions in [8]. Moreover, the authors investigated piecewise almost periodic solutions in [22], piecewise square mean almost periodic solutions in [11], pseudo almost periodic solutions in [5, 27] for impulsive differential equations. Recently, Zhinan [23] ana- lyzed piecewise weighted pseudo almost periodic functions, which was more tricky and changeable than those of the classical functions. Many authors have been made important contributions in study of almost periodic functions and its generalizations, one can see [6, 11, 13, 14, 22, 23, 24] and the references therein. However, piecewise square mean weighted pseudo almost periodic mild solutions for the fractional order stochastic impulsive differential equations, is an untreated topic in the literature and this fact is the motivation of the present work. In this paper, we are interested to investigate the existence and uniqueness of piecewise square mean weighted pseudo almost periodic mild solution for the following fractional order stochastic impulsive differential system cDαy(t) + Ay(t) = G(t, y(t)) + F ! t, y(t), ∫ t −∞ K(t − s)g(s, y(s))ds " dw(t) dt , t0 < t ̸= ti, t ∈ R, (1.1) y(t+ i ) = y(t− i ) + Gi(y(ti)), i ∈ Z, (1.2) y(t0) = y0, (1.3) where the state y(·) take values in L2(P, H), H is a separable real Hilbert space; cDα,α ∈ (0, 1) CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 91 symbolizes the Caputo fractional derivative of order α; −A : D(A) ⊂ L2(P, H) → L2(P, H), is the infinitesimal generator of an analytic semigroup of exponentially bounded linear operator {S(t)}t≥0; {w(t) : t ≥ 0} is a K-valued Wiener process, K is another separable Hilbert space; G, F, Gi are some suitable functions will be mention later; δ(·) is Dirac’s delta function and K ∈ L1(R) with |K(t)| ≤ CKe −bt, b, CK > 0. The rest of this paper is organized as follows: In section 2, we define some fundamental results about the notion of piecewise square mean weighted pseudo almost periodic functions. Section 3 is devoted to the main results ensuring the existence and uniqueness of mild solutions of (1.1)−(1.3) via fractional power of operator and fixed point technique. At last, we will provide an example to show the feasibility of the theory discussed in this paper. 2 Preliminaries Let L(K, H) denote the collection of all bounded linear operators form K to H. For convenience, without confusion we will employ the same notation ∥.∥ to denote the norms in H, K and L(K, H) and ⟨·, ·⟩ for inner product in H and K. Let (Ω, F, {Ft}t≥0, P) be a complete probability space equipped with a normal filtration {Ft}t≥0 satisfying the usual conditions(i.e right continuous and {F0} containing all P-null sets). Suppose {w(t) : t ≥ 0} is a K-valued Wiener process with a finite nuclear covariance operator Q ≥ 0 denote Tr(Q) = ∑ ∞ k=1 #λk = #λ < ∞ with Qek = $λkek, where ek are complete orthonormal basis of K. In fact, w(t) = ∑ ∞ k=1 % #λkwk(t)ek, here {wk(t)} ∞ k=1 are mutually independent one dimensional standard Wiener process. We consider that Ft = {w(s) : 0 ≤ s ≤ t} is the σ algebra generated by w. Assume that L0 2 = L2(Q 1 2 K, H) represent the space of all Hilbert Schmidt operators from Q 1 2 K to H with inner product ⟨φ,ψ⟩ = Tr[φQψ∗]. For more details we refer to the book by Da Prato and Zabczyk [7]. Let the collection of all strongly measurable, square integrable H valued random variables be denoted by L2(P, H) which a Banach space endowed with the norm ∥x(·)∥L2 = (E∥x(·)∥ 2) 1 2 , where E(·) represents the expectations with measure P. Moreover L2F0(P, H) denote the collection of all F0 measurable, H valued random variable y(0). Let Ω be a subspace of L2(P, H) and E be a compact set of Ω. Assume that R, N, Z, and C represent the sets of real number, natural number, integers and complex numbers respectively. For A being a linear operator on L2(P, H), D(A), R(A) and ρ(A) stands for domain, range and resolvent of A, repectively. Let B = {ti : ti ∈ R, ti < ti+1, i ∈ Z} be the set of all strictly increasing and unbounded sequences. For {ti : i ∈ Z} ∈ B, let PC(R, L 2(P, H)) denote the space of all piecewise stochastically continuous processes y : R → L2(P, H) such that y(t) is stochastically continuous at t for any t /∈ B, y(t− i ), y(t+ i ) exists and y(t− i ) = y(ti) for all i ∈ R. In particular, the space PC(R × Ω, L2(P, H)) consists of all piecewise stochastically continuous processes y : R × Ω → L2(P, H) such that for any x ∈ Ω,, y(t, ·) ∈ PC(R, L2(P, H)) and for any t ∈ R, y(t, ·) is stochastically continuous at x ∈ Ω. 92 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) 2.1 Fractional calculus and fractional power operator Following [16, 18]) we recall some definitions and basic results of fractional calculus. Definition 1. The Riemann-Liouville fractional integral of a function g ∈ L1 loc (R+, R) with the lower limit zero of order α > 0 is defined by Jαg(t) = 1 Γ(α) ∫ t 0 (t − ξ)α−1g(ξ)dξ, t > 0, and J0g(t) := g(t). This fractional integral satisfies the properties Jα ◦ Jb = Jα+b for b > 0. Definition 2. The Riemann-Liouville fractional derivative of a function g ∈ L1 loc (R+, R) with the lower limit zero of order α > 0, n − 1 < α < n, n ∈ N is given by Dαg(t) = 1 Γ(n − α) dn dtn ∫t 0 (t − ξ)n−α−1g(ξ)dξ, Moreover D0g(t) = g(t) and DαJαg(t) = g(t) for t > 0. Definition 3. The Caputo fractional derivative of a function g : [0, ∞) → R with the lower limit 0 of order α > 0 is given by cDαg(t) = Dα ! g(t) − n−1∑ k=0 tk k! g(k)(0) " , t > 0, n − 1 < α < n. Remark 1. (i) If g(t) ∈ Cn([0, ∞)), then cDαg(t) = 1 Γ(n − α) ∫t 0 (t − ξ)n−α−1 dn dξn g(ξ)dξ, where n − 1 < α < n, n ∈ N. (ii) If g is an abstract function with values in H, then integral defined in Definition 1 and 2 are taken in Bochner’s sense. If −A generates an analytic semigroup S(t) in L2(P, H) and 0 ∈ ρ(A), then for σ > 0, we can define fractional power A−σ of the operator A by A−σ = 1 Γ(σ) ∫ ∞ 0 tσ−1S(t)dt where A−σ is bijective, bounded and Aσ = (A−σ)−1, σ > 0 a closed linear operator on D(Aσ) such that D(Aσ) = R(A−σ). Moreover D(Aσ) is dense in L2(P, H) and the expression ∥y∥σ = ∥A σy∥, y ∈ D(Aσ) defines a norm on D(Aσ). Let us denote by L2(P, Hσ) the Banach space D(Aσ) with norm ∥.∥σ. The following properties are well recognized. Lemma 2.1. [17] Let A be an infinitesimal generator of an analytic semigroup S(t) and 0 ∈ ρ(A). Then CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 93 (i) S(t) : L2(P, H) → D(Aσ), for σ ≥ 0, and t > 0. (ii) For every y ∈ D(Aσ), we have S(t)Aσy = AσS(t)y. (iii) The operator AσS(t) is bounded and ∥AσS(t)∥ ≤ Mσt −σe−λt, Mσ, t,λ > 0. (2.1) (iv) For y ∈ D(Aσ), and 0 < σ ≤ 1, we have ∥S(t)y − y∥ ≤ Cσt σ∥Aσy∥, Cσ > 0. (2.2) 2.2 Square-mean piecewise weighted pseudo almost periodic function Now we define square-mean piecewise weighted pseudo almost periodic function and explore its properties Definition 4. A stochastic process y : R → L2(P, H) is said to be stochastically continuous for s ∈ R if limt→s E∥y(t) − y(s)∥ 2 = 0. Definition 5. A stochastically continuous process y : R → L2(P, H) is said to be square mean almost periodic if for ever ϵ > 0, there exists a l(ϵ) > 0 such that every interval L of length l(ϵ) > 0 contains a number τ with the property E∥y(t + τ) − y(t)∥2 < ϵ for all t ∈ R. Definition 6. A sequence zi : Z → L 2(P, H) is said to be square-mean almost periodic sequence if for ever ϵ > 0, there exists a l(ϵ) > 0 such that every p ∈ Z there is at least one number k in [p, p+l], with the property E∥zi+k −zi∥ 2 < ϵ for all i ∈ Z. We denote the set of all such processes by AP(Z, L2(P, H)). Remark 2. Let {zi} ∈ AP(Z, L 2(P, H)), then {zi : i ∈ Z} is stochastically bounded. Let Wd denote the collection of all functions (weights) ρm : Z → (0, +∞), m ∈ Z. For ρm ∈ Wd and m ∈ Z + = {m ∈ Z, m ≥ 0}, set µ(m,ρ) := m∑ k=−m ρm. Denote Wd,∞ := {ρ ∈ Wd : lim m→∞ (m,ρ) = ∞}. For ρ ∈ Wd,∞, we define PAPρ(Z, L 2(P, H)) = { zm ∈ l ∞(Z, L2(P, H)) : lim m→∞ 1 µ(m,ρ) m∑ k=−m E∥zm∥ 2ρm = 0 } (2.3) Definition 7. Let ρ ∈ Wd,∞. A sequence {zi}i∈Z ∈ l ∞(Z, L2(P, H)) is called square mean dis- crete weighted pseudo almost periodic if zi = ai + bi, where ai ∈ AP(Z, L 2(P, H)) and bi ∈ PAPρ(Z, L 2(P, H)). The set of all such functions denoted by WPAPρ(Z, L 2(P, H)). Definition 8. A stochastic process y ∈ PC(R, L2(P, H)) is said to be square-mean piecewise almost periodic if: 94 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) (i) The set of all sequences {tj i : t j i := ti+j − ti, ti ∈ B, i, j ∈ Z} are equipotentially almost periodic i.e. for every ϵ > 0 there exists a relatively Dϵ ⊂ R of ϵ periods common for all sequences {t j i }. (ii) For any ϵ > 0, there exists a δ > 0 such that if the points s and t are in the same interval of continuity of y(t) and |t − s| < δ, then E∥y(t) − y(s)∥2 < ϵ. (iii) For any ϵ > 0, there exists a relatively dense set Rϵ of R such that if τ ∈ Rϵ, then E∥y(t + τ) − y(t)∥2 < ϵ, with the condition |t − ti| > ϵ, i ∈ Z. We denote by APp(R, L2(P, H)) the space of all square-mean piecewise almost periodic pro- cesses. We denote by UPC(R, L2(P, H)) the space of all stochastic processes such that y satisfy the condition (ii) in Definition 8 and y ∈ PC(R, L2(P, H)). Definition 9. [6] For {ti} ∈ B, i ∈ Z, the function f(t, y) ∈ PC(R × Ω, L 2(P, H)) is called square- mean piecewise almost periodic in t ∈ R and uniformly on E ⊆ Ω, {f(·, y) : y ∈ E} is uniformly bounded, and for every ϵ > 0 there exists a relatively compact set Rϵ of R, such that E∥f(t+τ, y)− f(t, y)∥2 < ϵ, for all y ∈ E, t ∈ R and τ ∈ Rϵ with |t − ti| > ϵ, i ∈ Z. The set of all such processes is denoted by APp(R × Ω, L2(P, H)). Lemma 2.2. [13] Let f ∈ APp(R, L2(P, H)), {zi : i ∈ Z} is square mean almost periodic sequence in L2(P, H) and {t j i : i, j ∈ Z} is equipotentially almost periodic. Then for each ϵ > 0 there exist relatively dense sets Rϵ of R and Zϵ of Z such that the following conditions hold: (i) E∥f(t + τ) − f(t)∥2 < ϵ for all τ ∈ Rϵ, t ∈ R, |t − ti| > ϵ, i ∈ Z. (ii) E∥zi+p − zi∥ 2 < ϵ for all p ∈ Zϵ, and i ∈ Z. (iii) For any τ ∈ Rϵ there exists at least a number p ∈ Zϵ such that |t p i − τ| < ϵ, i ∈ Z. Next, we introduce the concept of piecewise square mean weighted pseudo almost periodic functions and explore its properties. Let W be the collections of all positive and locally integrable functions ρ : R → (0, ∞). For each ρ ∈ W and γ > 0, set µ(γ,ρ) := ∫γ −γ ρ(t)dt. Define W∞ := {ρ ∈ W : lim γ→∞ µ(γ,ρ) = ∞}, WB := {ρ ∈ W∞ : ρ is bounded and inf t∈R ρ(t) > 0}. It is clear that WB ⊂ W∞ ⊂ W. Definition 10. Let ρ1,ρ2 ∈ W∞. ρ1 is said to be equivalent to ρ2 (i.e. ρ1 ∼ ρ2) if ρ1 ρ2 ∈ WB. CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 95 It is clear that ‘‘ ∼ " binary equivalence relation on W∞. For a given weight ρ ∈ W∞, the equivalence class is denoted by CL(ρ) := {ρ ∗ ∈ W∞ : ρ ∼ ρ ∗}. Moreover W∞ = ∪ρ∈W∞CL(ρ). For ρ ∈ W∞, we define PAAρ(R, L 2(P, H)) := { f ∈ PC(R, L2(P, H)) : lim γ→∞ 1 µ(γ,ρ) ∫ γ −γ E∥f(t)∥2ρ(t)dt = 0 } . Similarly PAAρ(R × Ω, L 2(P, H)) := { f ∈ PC(R × Ω, L2(P, H)) : lim γ→∞ 1 µ(γ,ρ) ∫ γ −γ E∥f(t, y)∥2ρ(t)dt = 0 uniformly in y ∈ E } . Definition 11. A function f ∈ PC(R, L2(P, H)) is called piecewise square mean weighted pseudo almost periodic if it has a decomposition of the form f = φ+ ψ, where φ ∈ APp(R, L2(P, H)) and ψ ∈ PAPρ(R, L 2(P, H)). The set of all such functions denoted by WPAPρ(R, L 2(P, H)). Definition 12. A function f ∈ PC(R × Ω, L2(P, H)) is called piecewise square mean weighted pseudo almost periodic if it has a decomposition of the form f = φ + ψ, where φ ∈ APp(R × Ω, L2(P, H)) and ψ ∈ PAPρ(R×Ω, L 2(P, H)). The set of all such functions denoted by WPAPρ(R× Ω, L2(P, H)). For ρ ∈ W∞ and τ ∈ R define ρ τ by ρτ(t) = ρ(t + τ) for all t ∈ R. Define WT = {ρ ∈ W∞ : ρ ∼ ρ τ for each t ∈ R}. It is clear that WT contains many of weights, such as 1, e t and 1 + |t|n with n ∈ N among others. Remark 3. (i) For ρ ∈ WT , PAPρ(R, L 2(P, H)) is a translation invariant set of PC(R, L2(P, H)). (ii) It is easy to see that WPAPρ(R, L 2(P, H))(resp., WPAPρ(R × Ω, L 2(P, H))) are Banach spaces with sup norm. Similar as the proof of Lemma 2.5 in [9], we have the following result. Lemma 2.3. Let {fn}n∈N be a sequence of functions in WPAPρ(R, L 2(P, H)). If fn converge uniformly to f, then f ∈ WPAPρ(R, L 2(P, H)). Similar as the proof of [14] the following composition theorems hold for piecewise square mean weighted pseudo almost periodic functions. Theorem 2.1. Let f(t, y, z) ∈ WPAPρ(R × Ω × Ω, L 2(P, H)),ξ,χ ∈ WPAPρ(R, L 2(P, H)) and R(ξ) × R(ξ) ⊂ Ω × Ω. Assume that there exists a number Lf > 0 such that E∥f(t, y1, z1)−f(t, y2, z2)∥ 2 ≤ Lf.(E∥y1 −y2∥ 2 +E∥z1 −z2∥ 2), for all t ∈ R, yi, zi ∈ Ω, i = 1, 2, then f(·,ξ(·),χ(·)) ∈ WPAPρ(R, L 2(P, H)). 96 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) Theorem 2.2. Let {Ii(y) : i ∈ Z} for any y ∈ Ω be a piecewise square mean weighted pseudo almost periodic sequence. Assuming that there exists a constant L0 > 0 such that E∥Ii(x) − Ii(y)∥ 2 ≤ L0.E∥x − y∥ 2, for all x, y ∈ Ω, i ∈ Z. If ξ ∈ WPAPρ(R, L 2(P, H)) ∩ UPC(R, L2(P, H)) such that R(ξ) ⊂ Ω, then Ii(ξ(ti)) is piecewise square mean weighted pseudo almost periodic. Lemma 2.4. [21] Assume that {t j i : i, j ∈ Z} are equipotentially almost periodic sequences, then for each p > 0 there exists a positive integer N0 such that each interval of length p has no more than N0 elements of the sequence {ti} and n(s, t) ≤ N0(t − s) + N0, where n(t, s) denotes the number of the points ti in the interval [t, s]. 3 Main Results In this section, we establish piecewise square mean weighted pseudo almost periodic mild solution to the fractional order stochastic impulsive differential system (1.1)-(1.3). In formulation of the system (1.1)-(1.3), we consider the following assumptions: (H1) The collection of sequences {t j i : i, j ∈ Z} is equipotentially almost periodic and there exists θ > 0 such that infi τ 1 i = θ. (H2) −A is the infinitesimal generator of an analytic semigroup S(t), t ≥ 0, on L 2(P, H). (H3) For ρ ∈ WT , g ∈ WPAPρ(R × L 2(P, Hσ), L 2(P, H)) and there exists a Lg > 0, 0 < η < 1, such that E∥g(t1, u1) − g(t2, u2)∥ 2 ≤ Lg(|t1 − t2| η + E∥u1 − u2∥ 2 σ ), for each (ti, ui) ∈ R × L 2(P, Hσ) i = 1, 2. (H4) For ρ ∈ WT , G ∈ WPAPρ(R × L 2(P, Hσ), L 2(P, H)) and there exists LF > 0, 0 < η < 1, such that E∥G(t1, u1) − G(t2, u2)∥ 2 ≤ LG(|t1 − t2| η + E∥u1 − u2∥ 2 σ ), for each (ti, ui) ∈ R × L 2(P, Hσ), i = 1, 2. (H5) For ρ ∈ WT , F ∈ WPAPρ(R×L 2(P, Hσ)×L 2(P, Hσ), L 2(P, L0 2 )) and there exists LF > 0, 0 < η < 1, such that E∥F(t, u1, v1) − F(t, u2, u2)∥ 2 ≤ LF(|t1 − t2| η + E∥u1 − u2∥ 2 σ + E∥v1 − v2∥ 2 σ ), for each (ti, ui, vi) ∈ R × L 2(P, Hσ) × L 2(P, Hσ) i = 1, 2. CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 97 (H6) {Gi(y) : k ∈ Z} is piecewise square mean weighted pseudo almost periodic sequence uniformly y ∈ Ω and that there exists a constant LG > 0 such that E∥Gi(x) − Gi(y)∥ 2 ≤ LG.E∥x − y∥ 2 σ, for all x, y ∈ L 2(P, Hσ). (H7) For any L1, L2 > 0, denote CF := supt∈R,∥u∥∞ 0 such that 3M2σ & 4C2GiN 2 0 ! 1 Mσ 0 + 1 eλ − 1 "2 + C2G Γ2(1 − σ) λ2(1−σ) + C2FN0 Γ(1 − 2σ) λ(2−2σ) ' ≤ r0. Now, we define the mild solutions for the system (1.1) − (1.3). Definition 13. A stochastic process y ∈ PC(J, L2(P, H)), J ⊂ R is a mild solution of the system (1.1) -(1.3), if (i) y0 ∈ L 2 F0 (P, H). (ii) y(t) ∈ L2(P, H) has càdlàg path on t ∈ J a.s., and satisfies the following integral equation y(t) = ⎧ ⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎨ ⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎪⎩ I(t − t0)y0 + ∫t t0 (t − s)α−1J (t − s)G(s, y(s))ds + ∫ t t0 (t − s)α−1J (t − s)F(s, y(s), ∫ s −∞ K(s − ξ)g(ξ, y(ξ))dξ)dw(s), t ∈ [t0, t1]; I(t − t0)y0 + I(t − t1)y1 + ∫t t0 (t − s)α−1J (t − s)G(s, y(s))ds + ∫ t t0 (t − s)α−1J (t − s)F(s, y(s), ∫ s −∞ K(s − ξ)g(ξ, y(ξ))dξ)dw(s), t ∈ (t1, t2]; ... I(t − t0)y0 + k∑ i=1 I(t − ti)Gi(y(ti)) + ∫ t t0 (t − s)α−1J (t − s)G(s, y(s))ds + ∫ t t0 (t − s)α−1J (t − s)F(s, y(s), ∫ s −∞ K(s − ξ)g(ξ, y(ξ))dξ)dw(s), t ∈ (tk, tk+1], (3.1) where I(t) = ∫ ∞ 0 Nα(θ)S(t αθ)dθ, J (t) = α ∫ ∞ 0 θNα(θ)S(t αθ)dθ, and for θ ∈ (0, ∞) Nα(θ) = 1 α θ−1− 1 α ωα(θ − 1 α ) ≥ 0, ωα(θ) = 1 π ∞∑ n=1 (−1)n−1θ−nα−1 Γ(nα + 1) n! sin(nπα), 98 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) Nα denote the probability density function on (0, ∞) such that Nα(θ) ≥ 0, θ ∈ (0, ∞) and ∫ ∞ 0 Nα(θ)dθ = 1. Noth that when (H2) holds, we observe that if y(t) is stochastically bounded solution of the system (1.1) − (1.3) on R, then the mild solution (3.1) take the following form as t0 → −∞. y(t) = ∑ ti 0, there exists a relatively dense set Rϵ of R formed by ϵ-periods of ψ1. For τ ∈ Rϵ, t ∈ R, |t−ti| > ϵ, i ∈ Z, we have ∥ψ1(t + τ) − ψ1(t)∥ < ϵ. Hence for t ∈ R, |t − ti| > ϵ, i ∈ Z, we get E∥Θ1(t + τ) − Θ1(t)∥ 2 =E ( ( ( ( ∫t+τ −∞ K(t + τ − s)ψ1(s)ds − ∫t −∞ K(t − s)ψ1(s)ds ( ( ( ( 2 ≤E ( ( ( ( ∫ t −∞ K(t − s)[ψ1(s + τ) − ψ1(s)]ds ( ( ( ( 2 ≤C2K ∫ t −∞ e−2b(t−s)E∥ψ1(s + τ) − ψ1(s)∥ 2ds < C2K 2b ϵ, which implies that Θ1 ∈ AP p (R, L2(P, H)). CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 99 Next we show that Θ2 ∈ PAPρ(R, L 2(P, H)). In fact for γ > 0, we have 1 µ(γ,ρ) ∫ γ −γ E∥Θ2(t)∥ 2ρ(t)dt = 1 µ(γ,ρ) ∫ γ −γ E ( ( ( ( ∫ t −∞ K(t − s)ψ2(s)ds ( ( ( ( 2 ρ(t)dt = 1 µ(γ,ρ) ∫ γ −γ E ( ( ( ( ∫ ∞ 0 K(s)ψ2(t − s)ds ( ( ( ( 2 ρ(t)dt ≤ C2K µ(γ,ρ) ∫γ −γ ∫ ∞ 0 e−2b(s)ρ(t)E∥ψ2(t − s)∥ 2dsdt ≤C2K ∫ ∞ 0 e−2b(s)Λγ(s)ds, where Λγ(s) = 1 µ(γ,ρ) ∫ γ −γ ρ(t)E∥ψ2(t − s)∥ 2dt. Since ψ2(s) ∈ PAPρ(R, L 2(P, H)), ρ ∈ WT , this implies that ψ2(· − s) ∈ PAPρ(R, L 2(P, H)) for each s ∈ R by Remark 3. Hence lim γ→∞ Λγ(s) = 0 for all s ∈ R. Now, by Lebesgue dominated convergence theorem, we have Θ2 ∈ PAPρ(R, L 2(P, H)). Lemma 3.2. Assume that (H1) − (H2) hold, if φ(t) ∈ WPAPρ(R, L 2(P, L0 2 )), then Λφ(t) = ∫t −∞ Aσ(t − s)α−1J (t − s)φ(s)dw(s) ∈ WPAPρ(R, L 2(P, H)). Proof. Since φ(t) ∈ WPAPρ(R, L 2(P, L0 2 )) and ∥φ∥∞ := supt∈R(E∥φ(t)∥ 2) 1 2 < ∞. Now, using Ito’s isometry property of stochastic integral and Lemma 2.1 , we get E∥Λφ(t)∥ 2 =E ( ( ( ( ∫t −∞ Aσ(t − s)α−1J (t − s)φ(s)dw(s) ( ( ( ( 2 ≤α2E ( ( ( ( ∫ t −∞ ∫ ∞ 0 θ(t − s)α−1Nα(θ)A σS((t − s)αθ)φ(s)dθdw(s) ( ( ( ( 2 ≤α2 &∫ t −∞ ∫ ∞ 0 E∥θ(t − s)α−1Nα(θ)A σS((t − s)αθ)φ(s)∥2dθds ' ≤α2M2σ ∫t −∞ ∫ ∞ 0 θ2(1−σ)N 2α(θ)(t − s) 2(α−ασ−1)e2λθ(t−s) α E∥φ(s)∥2dθds ≤α2M2 σ ∥φ∥2 ∫ ∞ 0 N 2 α (θ) ∫ ∞ 0 θ2(1−σ)ξ2(α−ασ−1)e2λθξ α dξdθ. Since N 2α(θ) ∈ L 1(R+), then by calculating we get (see [11]) α2 ∫ ∞ 0 N 2α(θ) ∫ ∞ 0 θ2(1−σ)ξ2(α−ασ−1)e2λθξ α dξdθ = N0 Γ(1 − 2σ) λ(2−2σ) (3.3) where N0 = supθ≥0 N 2 α (θ). Then E∥Λφ(t)∥ 2 ≤ M2 σ ∥φ∥2N0 Γ(1 − 2σ) λ(2−2σ) , 100 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) This implies that Λφ is well defined. Now let φ = φ1 + φ2, with φ1 ∈ AP p(R, L2(P, H)) and φ2 ∈ PAPρ(R, L 2(P, H)), then Λφ(t) = ∫t −∞ Aσ(t − s)α−1J (t − s)φ1(s)dw(s) + ∫t −∞ Aσ(t − s)α−1J (t − s)φ2(s)dw(s) :=Λφ1(t) + Λφ2(t). It is easy to check that Λφ1 ∈ UPC(R, L 2(P, H)). Since φ1 ∈ AP p(R, L2(P, H)), for ϵ > 0, there exists a relatively dense set Rϵ of R such that E∥φ1(t+τ)−φ1(t)∥ 2 < ϵ for τ ∈ Rϵ, t ∈ R, |t−ti| > ϵ, i ∈ Z, Note that #w(s) := w(s+τ)−w(s), s ∈ R, is also a Brownian motion with same distribution as w(s). Now for t ∈ R, |t − ti| > ϵ, i ∈ Z, using Lemma 2.1 and Ito’s isometry property of stochastic integral, we have E∥Λφ1(t + τ) − Λφ1(t)∥ 2 =E ( ( ( ( ∫ t −∞ (t − s)α−1AσJα(t − s)[φ1(s + τ) − φ1(s)]d#w(s) ( ( ( ( 2 ≤α2E ( ( ( ( ∫ t −∞ ∫ ∞ 0 θ(t − s)α−1Nα(θ)A σS((t − s)αθ)[φ1(s + τ) − φ1(s)]dθd#w(s) ( ( ( ( 2 ≤α2M2 σ ∫ t −∞ ∫ ∞ 0 θ2(1−σ)N 2 α (θ)(t − s)2(α−σα−1)e−2λθ(t−s) α E∥[φ1(s + τ) − φ1(s)]∥ 2dθds <ϵα2M2σ ∫t −∞ ∫ ∞ 0 θ2(1−σ)N 2α(θ)(t − s) 2(α−σα−1)e−2λθ(t−s) α dθds. ≤ϵα2M2σ ∫ ∞ 0 N 2α(θ) ∫ ∞ 0 θ2(1−σ)ξ2(α−σα−1)e−2λθξ α dξdθ ≤M2 σ N0 Γ(1 − 2σ) λ(2−2σ) ϵ, that is Λφ1 ∈ AP p(R, L2(P, H)). Next we show that Λφ2 ∈ PAPρ(R, L 2(P, H)). In fact for γ > 0, we have 1 µ(γ,ρ) ∫ γ −γ E∥Λφ2(t)∥ 2ρ(t)dt = 1 µ(γ,ρ) ∫ γ −γ E ( ( ( ( ∫ t −∞ Aσ(t − s)α−1J (t − s)φ2(s)dw(s) ( ( ( ( 2 ρ(t)dt ≤ 1 µ(γ,ρ) ∫γ −γ ∫t −∞ ∥Aσ(t − s)α−1J (t − s)∥2E∥φ2(s)∥ 2dsρ(t)dt ≤ 1 µ(γ,ρ) ∫ γ −γ ∫ ∞ 0 ∥ξα−1AσJ (ξ)∥2E∥φ2(t − ξ)∥ 2dξρ(t)dt. CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 101 Similar as previous calculation, we have ∫ ∞ 0 ∥ξα−1AσJ (ξ)∥2E∥φ2(t − ξ)∥ 2dξ ≤α2M2 σ ∫ ∞ 0 N 2 α (θ) ∫ ∞ 0 θ2(1−σ)ξ2(α−σα−1)e−2λθξ α E∥φ2(t − ξ)∥ 2dξdθ. Now, we have 1 µ(γ,ρ) ∫γ −γ E∥Λ2y(t)∥ 2ρ(t)dt ≤α2M2σ ∫ ∞ 0 N 2α(θ) ∫ ∞ 0 θ2(1−σ)ξ2(α−σα−1)e−2λθξ α Tγ(t)dξdθ. where Tγ(t) = 1 µ(γ,ρ) ∫γ −γ E∥φ2(t − ξ)∥ 2ρ(t)dt. (3.4) Since φ2(s) ∈ PAPρ(R, L 2(P, H)), ρ ∈ WT and translation invariant, this implies that φ2(· − s) ∈ PAPρ(R, L 2(P, H)) for each s ∈ R by Remark 3. Hence γ→∞Tγ(t) = 0 for all s ∈ R. Now, by Lebesgue dominated convergence theorem, we have Λφ2 ∈ PAPρ(R, L 2(P, H)). Theorem 3.1. Assume the conditions (H1) − (H7) are satisfy, if ∆ := 3M2σ & 4LGN 2 0 ! 1 Mσ 0 + 1 eλ − 1 "2 + LG Γ2(1 − σ) λ2(1−σ) + LFN0 ! 1 + LgC 2 K 2b " Γ(1 − 2σ) λ(2−2σ) ' < 1, then the system (1.1) − (1.3) admits a unique mild solution in WPAPρ(R, L 2(P, H)). Proof. Let M := {y ∈ WPAPρ(R, L 2(P, H)) with discontinuity of first type at ti, i ∈ Z satisfying E∥y∥2 ≤ r0, r0 > 0}. Obviously, M is a closet subspace of WPAPρ(R, L 2(P, H)). Define an operator Q in M by (Qy)(t) = ∑ ti 0 there exists relative dense set Rϵ of real numbers and Zϵ of integers, such that for ti < t < ti+1, τ ∈ Rϵ, p ∈ Zϵ, |t − ti| > ϵ, |t − ti+1| > ϵ, i ∈ Z, we have t + τ > ti + ϵ + τ > ti+p, ti+p+1 > ti+1 + τ − ϵ > t + τ, that is, ti+p < t + τ < ti+p+1, then using Cauchy-Schwarz inequality we have E∥Υ1(t + τ) − Υ1(t)∥ 2 ≤E ( ( ( ( ∑ ti 0, we have 1 µ(γ,ρ) ∫γ −γ E∥y2(t − η)∥ 2ρ(t)dt = 1 µ(γ,ρ) ∫γ−η −γ−η E∥y2(t)∥ 2ρ(t + η)dt = µ(γ + η,ρ) µ(γ,ρ) × 1 µ(γ + η,ρ) ∫ γ−η −γ−η E∥y2(t)∥ 2 ρ(t + η) ρ(t) ρ(t)dt. CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 107 Since ρ ∈ WT , then there exists a0 > 0 such that ρ(t+η) ρ(t) ≤ a0, ρ(t−η) ρ(t) ≤ a0,. For γ > η µ(γ + η,ρ) = ∫γ−η −γ−η ρ(t)dt + ∫γ+η γ−η ρ(t)dt ≤ ∫γ−η −γ−η ρ(t)dt + ∫γ+η −γ+η ρ(t)dt = ∫γ −γ ρ(t − η) ρ(t) ρ(t)dt + ∫γ −γ ρ(t + η) ρ(t) ρ(t)dt ≤ 2a0µ(γ,ρ). Then by y2 ∈ PAPρ(R, L 2(P, H)), we get 1 µ(γ,ρ) ∫γ −γ E∥y2(t − η)∥ 2ρ(t)dt ≤ 2a2 0 µ(γ + η,ρ) ∫γ+η −γ−η E∥y2(t)∥ 2ρ(t)dt → 0, as γ → ∞. Hence y(t − η) ∈ WPAPρ(R, L 2(P, H)) for η ∈ R+. Thus the results of Theorem 3.1 holds for the system (3.12) − (3.14). 4 Example Now,we present an example, which do not aim at generality but indicate how our abstract result can be applied to concrete problem. Consider the stochastic fractional differential equation with impulsive effects ∂α ∂tα z(t, x) − ∂2 ∂x2 z(t, x) =G(t, x, z(t, x)) + F ! t, x, z(t, x), ∫ t ∞ e−2(t−s)g(s, x, z(t, x)ds " dw(t) dt , t ∈ R, (4.1) z(t+ i , x) =z(t− i , x) + λi(z(ti, x)), i ∈ Z, x ∈ (0, 1), (4.2) z(t, 0) =z(t, 1) = 0, (4.3) where ti = i + 1 4 | sin 3i + sin √ 3i| and assume that λi ∈ WPAPρ(Z, L 2(P, H)), ρ ∈ WT . Note that {t j i }, i, j ∈ Z are equipotentially almost periodic and κ = infi∈Z(ti+1 − ti) > 0, for more details see [14, 21, 24]. Note that w(t) represents a standard Wiener process on a complete probability space (Ω, F, {Ft}t≥0, P), where {Ft}t≥0 is sigma algebra generated by {w(u) − w(v) : u, v ≤ t}. Let H = (L2([0, 1], ∥ · ∥L2) be a Hilbert space. Now define the operator Ay(ξ) := −y′′(ξ), ξ ∈ (0, 1), y ∈ D(A), where D(A) := {H2 ∩ H10 : y ′′ ∈ H}. Then, A is the infinitesimal generator of analytic semigroup S(t) on H. Now, we have zn(t) = (2) 1 2 sin nπt, n = 1, 2, 3, ..., are the eigenfunction of A corresponding to the eigenvalues nπ. For σ = 1 4 denote D(A 1 4 ) by L2(P, H 1 4 ) is a Banach space equipped with the norm ∥y∥ 1 4 = ∥A 1 4 y∥, y ∈ D(A 1 4 ). 108 Vikram Singh and Dwijendra N Pandey CUBO 19, 1 (2017) Let y(t)x = z(t, x), t ∈ R, x ∈ [0, 1], then F ! t, y(t), ∫ t −∞ K(t − s)g(s, y(s))ds " = F ! t, x, z(t, x), ∫ t ∞ e−2(t−s)g(s, x, z(t, x)ds " . Now the system (4.1)-(4.3) can be reformulated in the abstract form of the system (1.1)-(1.3). Since Gi = λi, then (H6) holds with LG = supi∈Z ∥λi∥. We have the following result. Theorem 4.1. Assume that the following assumptions hold: (i) For ρ ∈ WT , g ∈ WPAPρ(R × L 2(P, H 1 4 ), L2(P, H)) and there exists a Lg > 0, 0 < η < 1 such that E∥g(t1, u1) − g(t2, u2)∥ 2 ≤ LgE(|t2 − t1| η + ∥u1 − u2∥ 2 1 2 , for all, (ti, ui) ∈ R × L 2(P, H 1 4 ), i = 1, 2. (ii) For ρ ∈ WT , G ∈ WPAPρ(R × L 2(P, H 1 4 ), L2(P, H)) and there exists LG > 0, 0 < η < 1 such that E∥G(t1, u1) − G(t2, u2)∥ 2 ≤ LG(|t2 − t1| η + E∥u1 − u2∥ 2 1 2 ), for each (ti, ui) ∈ R × L 2(P, H 1 4 ), i = 1, 2. (iii) For ρ ∈ WT , F ∈ WPAPρ(R × L 2(P, H 1 4 ) × L2(P, H 1 4 ), L2(P, L2 0 )) and there exists a LF > 0 such that E∥F(t, u1, v1) − f(t, u2, u2)∥ 2 ≤ LF(|t2 − t1| ηE∥u1 − u2∥ 2 1 2 + E∥v1 − v2∥ 2 1 2 ), for each (ti, ui, vi) ∈ R × L 2(P, H 1 4 ) × L2(P, H 1 4 ), i = 1, 2. Let us choose the constants Mσ = 1,λ = 9, LG = 1, LF = 1, Lg = 1, LG = 1 2 and N0 = 1 4 , then we have ∆ := 3M2σ & 4LGN 2 0 ! 1 Mσ 0 + 1 eλ − 1 "2 + LG Γ2(3 4 ) λ 3 2 + LFN0 ! 1 + Lg 4 "√ π λ 3 2 ' = 0.69 < 1, this implies that the system (4.1)−(4.3) has a unique piecewise square mean weighted pseudo almost periodic solution. Acknowledgment The authors would like to thank the editor and the reviewers for their valuable comments and suggestions. The work of the first author is supported by the “Ministry of Human Resource and Development, India under grant number:MHR-02-23-200-44”. CUBO 19, 1 (2017) Weighted pseudo Almost periodic solutions for fractional order . . . 109 References [1] Abbas S., Benchohra M. and N’Guérékata G.M.; Topics in fractional differential equations, Developments in Mathematics, Springer, New York (2012). [2] Bahaj M. and Sidki O.; Almost periodic solutions of semilinear equations with analytic semigroups in Banach spaces, Elect. J. Diff. Equn. (2002), 1–11. 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