Support theorem for stochastic variational inequalities

DOI10.1016/J.BULSCI.2010.05.001zbMATH Open1221.60085arXiv1005.3136OpenAlexW2003534491MaRDI QIDQ616307FDOQ616307

Siyan Xu, Jiagang Ren

Publication date: 7 January 2011

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

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

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

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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)

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Cited In (14)

• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
• Reflected rough differential equations
• Limit theorems and the support of SDES with oblique reflections on nonsmooth domains
• A Wong-Zakai approximation for random invariant manifolds
• On approximations for reflected SDEs and SPDEs with Neumann boundary conditions
• On approximate continuity and the support of reflected stochastic differential equations
• A maximum principle for the stochastic variational inequalities
• A support theorem for stochastic differential equations driven by a fractional Brownian motion
• On reflected Stratonovich stochastic differential equations
• Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
• Large deviations for invariant measures of multivalued stochastic differential equations
• Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
• Title not available (Why is that?)

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