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Stability for a stochastic fractional differential variational inequality with L\'{e}vy jump

Authors :
Zeng, Yue
Zhang, Yao-jia
Huang, Nan-jing
Publication Year :
2024

Abstract

The main goal of this paper is to investigate the multi-parameter stability result for a stochastic fractional differential variational inequality with L\'{e}vy jump (SFDVI with L\'{e}vy 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 L\'{e}vy 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.

Details

Database :
arXiv
Publication Type :
Report
Accession number :
edsarx.2411.07557
Document Type :
Working Paper