Existence and convergence for stochastic differential variational inequalities

Fei Guan; Van Thien Nguyen; Zijia Peng

Article Details

Existence and convergence for stochastic differential variational inequalities

Authors:

Fei Guan | Van Thien Nguyen | Zijia Peng

Publisher:

Hacettepe University

Main Topics:

Mathematical Sciences

Journal:

Hacettepe Journal of Mathematics and Statistics Vol.52 Issue 6, pp.1461-1479

Document Type:

Article

Publication Date:

3/2023

Document Language:

English

Document ID (Org No.):

2001301861

pISSN:

2651-477X

Keywords:

Abstract:

 In this paper, we consider a class of stochastic differential variational inequalities for short, SDVIs consisting of an ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is established under the assumption that the leading operator in the stochastic variational inequality is P-function and P_0-function, respectively. Then, by using the sample average approximation and time stepping methods, two approximated problems corresponding to SDVIs are introduced and convergence results are obtained.

 In this paper, we consider a class of stochastic differential variational inequalities for short, SDVIs consisting of an ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is established under the assumption that the leading operator in the stochastic variational inequality is P-function and P_0-function, respectively. Then, by using the sample average approximation and time stepping methods, two approximated problems corresponding to SDVIs are introduced and convergence results are obtained.

 In this paper, we consider a class of stochastic differential variational inequalities for short, SDVIs consisting of an ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is established under the assumption that the leading operator in the stochastic variational inequality is P-function and P_0-function, respectively. Then, by using the sample average approximation and time stepping methods, two approximated problems corresponding to SDVIs are introduced and convergence results are obtained.

 In this paper, we consider a class of stochastic differential variational inequalities for short, SDVIs consisting of an ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is established under the assumption that the leading operator in the stochastic variational inequality is P-function and P_0-function, respectively. Then, by using the sample average approximation and time stepping methods, two approximated problems corresponding to SDVIs are introduced and convergence results are obtained.

Article Details

Existence and convergence for stochastic differential variational inequalities

Authors:

Fei Guan | Van Thien Nguyen | Zijia Peng

Publisher:

Hacettepe University

Main Topics:

Mathematical Sciences

Journal:

Hacettepe Journal of Mathematics and Statistics Vol.52 Issue 6, pp.1461-1479

Document Type:

Article

Publication Date:

3/2023

Document Language:

English

Document ID (Org No.):

2001301861

pISSN:

2651-477X

Stochastic differential variational inequality

P-function

convergence

P_0-function

Issues

Article Details

Existence and convergence for stochastic differential variational inequalities

Authors: Fei Guan | Van Thien Nguyen | Zijia Peng

Publisher: Hacettepe University

Main Topics: Mathematical Sciences

Journal: Hacettepe Journal of Mathematics and Statistics Vol.52 Issue 6, pp.1461-1479

Document Type: Article

Publication Date: 3/2023

Document Language: English

Document ID (Org No.): 2001301861

pISSN: 2651-477X

Stochastic differential variational inequality

P-function

convergence

P_0-function

Issues

Authors:

Fei Guan | Van Thien Nguyen | Zijia Peng

Publisher:

Hacettepe University

Main Topics:

Mathematical Sciences

Journal:

Hacettepe Journal of Mathematics and Statistics Vol.52 Issue 6, pp.1461-1479

Document Type:

Article

Publication Date:

3/2023

Document Language:

English

Document ID (Org No.):

2001301861

pISSN:

2651-477X