On stochastic fractional differential variational inequalities general system with Lévy jumps

DOI10.1016/j.cnsns.2024.108373MaRDI QIDQ6649260

Yunshui Liang, X. Z. Huan, Liuchuan Zeng, Jen-Chih Yao

Publication date: 5 December 2024

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

zbMATH Keywords

Lévy jumpsstochastic fractional differential equationsstochastic variational inequalities

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Stochastic analysis (60H99) Fractional ordinary differential equations (34A08)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion
• Approximate controllability of second-order neutral stochastic differential equations with infinite delay and Poisson jumps
• Robust solution of monotone stochastic linear complementarity problems
• A class of fractional differential hemivariational inequalities with application to contact problem
• Fractional Brownian motions via random walk in the complex plane and via fractional derivative. Comparison and further results on their Fokker-Planck equations
• Rothe method and numerical analysis for a new class of fractional differential hemivariational inequality with an application
• Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise
• Mixed variational inequalities driven by fractional evolutionary equations
• Decay solutions for a class of fractional differential variational inequalities
• Stochastic fractional differential equations: modeling, method and analysis
• Differential variational inequalities
• Time-dependent spatial price equilibrium problem: existence and stability results for the quantity formulation model
• Stochastic fractional differential equations driven by Lévy noise under Carathéodory conditions
• A new class of fractional impulsive differential hemivariational inequalities with an application
• On generalized global fractional-order composite dynamical systems with set-valued perturbations
• Stochastic Calculus for Fractional Brownian Motion and Applications
• Stochastic differential equations. An introduction with applications.
• Euler scheme for solving a class of stochastic differential variational inequalities with some applications

This page was built for publication: On stochastic fractional differential variational inequalities general system with Lévy jumps