Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (Q2312630)

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Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients
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    Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients (English)
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    17 July 2019
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    stochastic variational inequality
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    one-dimensional
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    Euler scheme
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    pathwise uniqueness
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    Yosida approximation
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    stability
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    Hölder continuous
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    rate
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