Càdlàg Skorokhod problem driven by a maximal monotone operator
DOI10.1016/j.jmaa.2015.03.086zbMath1338.60149arXiv1306.1686OpenAlexW2082047626MaRDI QIDQ2347447
Mateusz Topolewski, Lucian Maticiuc, Aurel Răşcanu, Leszek Slominski
Publication date: 27 May 2015
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.1686
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monotone operators and generalizations (47H05) Set-valued operators (47H04) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis (60H99)
Related Items (7)
Cites Work
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