Support theorem for stochastic variational inequalities

DOI10.1016/j.bulsci.2010.05.001zbMath1221.60085arXiv1005.3136OpenAlexW2003534491MaRDI QIDQ616307

Siyan Xu, Jiangang 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

support theoremlimit theoremsstochastic variational inequalityapproximate continuitymultivalued maximal monotone operator

Mathematics Subject Classification ID

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

Related Items (13)

A maximum principle for the stochastic variational inequalities ⋮ Limit theorems and the support of SDES with oblique reflections on nonsmooth domains ⋮ Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching ⋮ Strong convergence rate for multivalued stochastic differential equations via stochastic theta method ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ A support theorem for stochastic differential equations driven by a fractional Brownian motion ⋮ On approximations for reflected SDEs and SPDEs with Neumann boundary conditions ⋮ A Wong-Zakai approximation for random invariant manifolds ⋮ 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 ⋮ Reflected rough differential equations ⋮ On approximate continuity and the support of reflected stochastic differential equations ⋮ On reflected Stratonovich stochastic differential equations

Cites Work

• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• A transfer principle for multivalued stochastic differential equations
• Random time changes and convergence in distribution under the Meyer-Zheng conditions
• Multivalued Skorohod problem
• Backward stochastic differential equations with subdifferential operator and related variational inequalities
• [https://portal.mardi4nfdi.de/wiki/Publication:3965365 Support d'un processus de r�flexion]
• Wong-zaksi approximations for reflecting stochastic differential equations
• Stochastic variational inequalities in infinite dimensional spaces
• Ergodicité d'inégalités variationnelles stochastiques
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