Stability for a stochastic fractional differential variational inequality with Lévy jump

IF 3.4 2区数学 Q1 MATHEMATICS, APPLIED

Communications in Nonlinear Science and Numerical Simulation Pub Date : 2024-12-17 DOI:10.1016/j.cnsns.2024.108533

Yue Zeng, Yao-jia Zhang, Nan-jing Huang

引用次数: 0

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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本文的主要目的是研究在一些温和条件下，具有莱维跳跃的随机分数微分变分不等式（SFDVI with Lévy jump）的多参数稳定性结果。我们验证了扰动集的 Mosco 收敛性意味着投影到由特殊随机过程组成的希尔伯特空间的点收敛性，而特殊随机过程的范围就是扰动集。此外，通过使用投影方法和一些不等式技术，我们建立了当映射和约束集都受到扰动时，具有莱维跳跃的 SFDVI 解的强收敛结果。最后，我们将稳定性结果应用于随机环境中的空间价格均衡问题和多代理优化问题。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Communications in Nonlinear Science and Numerical Simulation MATHEMATICS, APPLIED-MATHEMATICS, INTERDISCIPLINARY APPLICATIONS

CiteScore

6.80

自引率

7.70%

发文量

378

审稿时长

78 days

期刊介绍： The journal publishes original research findings on experimental observation, mathematical modeling, theoretical analysis and numerical simulation, for more accurate description, better prediction or novel application, of nonlinear phenomena in science and engineering. It offers a venue for researchers to make rapid exchange of ideas and techniques in nonlinear science and complexity. The submission of manuscripts with cross-disciplinary approaches in nonlinear science and complexity is particularly encouraged. Topics of interest: Nonlinear differential or delay equations, Lie group analysis and asymptotic methods, Discontinuous systems, Fractals, Fractional calculus and dynamics, Nonlinear effects in quantum mechanics, Nonlinear stochastic processes, Experimental nonlinear science, Time-series and signal analysis, Computational methods and simulations in nonlinear science and engineering, Control of dynamical systems, Synchronization, Lyapunov analysis, High-dimensional chaos and turbulence, Chaos in Hamiltonian systems, Integrable systems and solitons, Collective behavior in many-body systems, Biological physics and networks, Nonlinear mechanical systems, Complex systems and complexity. No length limitation for contributions is set, but only concisely written manuscripts are published. Brief papers are published on the basis of Rapid Communications. Discussions of previously published papers are welcome.