Existence and convergence for stochastic differential variational inequalities

被引：0

作者：

Guan, Fei ^{[1
,2
]}

Nguyen, Van Thien ^{[3
]}

Peng, Zijia ^{[1
,2
]}

机构：

[1] Guangxi Minzu Univ, Coll Math & Phys, Guangxi Coll & Univ Key Lab Optimizat Control & En, Nanning 530006, Guangxi, Peoples R China

[2] Guangxi Minzu Univ, Ctr Appl Math Guangxi, Nanning 530006, Guangxi, Peoples R China

[3] FPT Univ, Dept Math, Thach Ward, Hoa Lac High Tech Pk,Km29 Thang Long Highway, Hanoi, Vietnam

来源：

HACETTEPE JOURNAL OF MATHEMATICS AND STATISTICS | 2023年 / 52卷 / 06期

基金：

欧盟地平线“2020”;

关键词：

Stochastic differential variational inequality; P-function; P0-function; convergence;

D O I：

10.15672/hujms.1141495

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

In this paper, we consider a class of stochastic differential variational inequalities (for short, SDVIs) consisting of an ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is established under the assumption that the leading operator in the stochastic variational inequality is P-function and P0-function, respectively. Then, by using the sample average approximation and time stepping methods, two approximated problems corresponding to SDVIs are introduced and convergence results are obtained.

引用

页码：1461 / 1479

页数：19

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