Euler scheme for solving a class of stochastic differential variational inequalities with some applications (Q6059017)

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scientific article; zbMATH DE number 7759150
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Euler scheme for solving a class of stochastic differential variational inequalities with some applications
scientific article; zbMATH DE number 7759150

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    Euler scheme for solving a class of stochastic differential variational inequalities with some applications (English)
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    1 November 2023
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    stochastic differential variational inequality
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    stochastic differential equation
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    stochastic variational inequality
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    Euler scheme
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    convergence
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