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

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Stochastic games, stochastic differential games (91A15) Numerical solutions to stochastic differential and integral equations (65C30)

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