Stochastic variational inequalities on non-convex domains
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Publication:499539
DOI10.1016/j.jde.2015.08.023zbMath1341.60050arXiv1407.1876OpenAlexW1529179132MaRDI QIDQ499539
Aurel Răşcanu, Etienne Pardoux, Lucian Maticiuc, Rainer Buckdahn
Publication date: 30 September 2015
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1407.1876
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Nonsmooth analysis (49J52) Diffusion processes (60J60) Stochastic analysis (60H99)
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