Support theorem for stochastic variational inequalities

DOI10.1016/J.BULSCI.2010.05.001MaRDI QIDQ616307zbMATH OpenOpenAlexFDO

Authors Siyan Xu, Jiagang Ren

Publication date 7 January 2011

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1005.3136

zbMATH Keywords

limit theoremssupport theoremstochastic variational inequalityapproximate continuitymultivalued maximal monotone operator

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Set-valued operators (47H04)

Abstract: We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.

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Cited in

(15)

• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• Reflected rough differential equations
• Stochastic variational inequalities on non-convex domains
• scientific article; zbMATH DE number 1066383 (Why is no real title available?)
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
• A Wong-Zakai approximation for random invariant manifolds
• Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
• Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
• Large deviations for invariant measures of multivalued stochastic differential equations
• On reflected Stratonovich stochastic differential equations
• On approximate continuity and the support of reflected stochastic differential equations
• On approximations for reflected SDEs and SPDEs with Neumann boundary conditions
• A maximum principle for the stochastic variational inequalities
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method

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