In this work, we are devoted to discussing a system of fractional stochastic differential variational inequalities with Lévy jumps (SFSDVI with Lévy jumps), that comprises both parts, that is, a system of stochastic variational inequalities (SSVI) and a system of fractional stochastic differential equations(SFSDE) with Lévy jumps. Here it is noteworthy that the SFSDVI with Lévy jumps consists of both sections that possess a mutual symmetry structure. Invoking Picard’s successive iteration process and projection technique, we obtain the existence of only a solution to the SFSDVI with Lévy jumps via some appropriate restrictions. In addition, the major outcomes are invoked to deduce that there is only a solution to the spatial-price equilibria system in stochastic circumstances. The main contributions of the article are listed as follows: (a) putting forward the SFSDVI with Lévy jumps that could be applied for handling different real matters arising from varied domains; (b) deriving the unique existence of solutions to the SFSDVI with Lévy jumps under a few mild assumptions; (c) providing an applicable instance for spatial-price equilibria system in stochastic circumstances affected with Lévy jumps and memory.
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