On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities-Reference-Cited by-同舟云学术

On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities

Published:2023-01-01 Issue:1 Volume:21 Page:
ISSN:2391-5455
Container-title:Open Mathematics
language:en
Short-container-title:

Author:

Zeng Qiaofeng¹²,Min Chao¹²³,Fan Feifei¹

Affiliation:

1. School of Science, Southwest Petroleum University , Chengdu 610500 , China

2. Institute for Artificial Intelligence, Southwest Petroleum University , Chengdu 610500 , China

3. State Key Laboratory of Oil and Gas Reservoir Geology and Exploitation, Southwest Petroleum University , Chengdu 610500 , China

Abstract

Abstract A new class of stochastic differential equations (SDEs) is introduced in this article, which is driven by the generalized stochastic mixed variational inequality (GS-MVI). First, the property of the solution sets of the GS-MVI is proved by Fan-Knaster-Kuratowski-Mazurkiewicz (FKKM) theorem and Aumann’s measurable selection theorem. Next, we obtain the Carathéodory property of the solution set, with which the discussed SDEs can be transformed to stochastic differential inclusions (SDIs). The solution set of the proposed SDEs is proved to be nonempty through the existence of the solutions of the corresponding SDIs by the tools of fixed point theorem.

Publisher

Walter de Gruyter GmbH

Subject

General Mathematics

Link

https://www.degruyter.com/document/doi/10.1515/math-2023-0109/pdf

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