A stochastic fractional differential variational inequality with Lévy jump and its application

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

Chaos, Solitons & Fractals, 2024, vol. 178, issue C

Abstract: This paper investigates a stochastic fractional differential variational inequality with Lévy jump (SFDVI with Lévy jump), which comprises a stochastic fractional differential equation with Lévy jump and a stochastic variational inequality. By employing the successive approximation method as well as the projection technique, we establish unique existence of the solution for the SFDVI with Lévy jump under some mild conditions. Moreover, the main results are applied to obtain the unique existence of the solution for the spatial price equilibrium problem in stochastic environments.

Keywords: Stochastic fractional differential variational inequality; Lévy jump; Stochastic fractional differential equation (search for similar items in EconPapers)
Date: 2024
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0960077923012742
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:chsofr:v:178:y:2024:i:c:s0960077923012742

DOI: 10.1016/j.chaos.2023.114372

Access Statistics for this article

Chaos, Solitons & Fractals is currently edited by Stefano Boccaletti and Stelios Bekiros

More articles in Chaos, Solitons & Fractals from Elsevier
Bibliographic data for series maintained by Thayer, Thomas R. ().