Stochastic variational inequalities with jumps
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Publication:2434502
DOI10.1016/j.spa.2013.09.005zbMath1306.60097OpenAlexW1994072582MaRDI QIDQ2434502
Publication date: 6 February 2014
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2013.09.005
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Stochastic analysis (60H99) Stochastic integral equations (60H20) Existence of optimal solutions to problems involving randomness (49J55)
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