Stability for a stochastic fractional differential variational inequality with Lévy jump

2024/11/12 by Yue Zeng, Zeng, Yue, Yao-jia Zhang +3
Computer Science · Mathematics · #Contact Mechanics and Variational Inequalities #FOS: Mathematics #Nonlinear Partial Differential Equations #Optimization and Control (math.OC) #Optimization and Variational Analysis

paper · pdf · doi:10.48550/arxiv.2411.07557

openalex publication_date 2024/11/12 · openalex created_date 2024/11/15 · openalex updated_date 2026/07/28

Abstract

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with Lévy jump (SFDVI with Lévy jump) under some mild conditions. We verify that Mosco convergence of the perturbed set implies point convergence of the projection onto the Hilbert space consisting of special stochastic processes whose range is the perturbed set. Moreover, by using the projection method and some inequality techniques, we establish a strong convergence result for the solution of SFDVI with Lévy jump when the mappings and constraint set are both perturbed. Finally, we apply the stability results to the spatial price equilibrium problem and the multi-agent optimization problem in stochastic environments.

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