Limit theorems for stochastic variational inequalities with non-Lipschitz coefficients

DOI10.1007/s11118-018-9704-8zbMath1478.60180OpenAlexW2801021294WikidataQ129835251 ScholiaQ129835251MaRDI QIDQ2312630

Jing Wu, Qun Shi, Jiangang Ren

Publication date: 17 July 2019

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11118-018-9704-8

zbMATH Keywords

stabilityone-dimensionalpathwise uniquenessEuler schemeratestochastic variational inequalityYosida approximationHölder continuous

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Strong limit theorems (60F15)

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