Euler scheme for solving a class of stochastic differential variational inequalities with some applications
DOI10.1016/j.cnsns.2023.107577zbMath1523.65009MaRDI QIDQ6059017
Xue-song Li, Yao-jia Zhang, Nan-Jing Huang, Tao Chen
Publication date: 1 November 2023
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
stochastic differential equationconvergenceEuler schemestochastic variational inequalitystochastic differential variational inequality
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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