EXISTENCE AND ERROR BOUNDS OF STOCHASTIC DIFFERENTIAL VARIATIONAL INEQUALITIES

被引：0

作者：

Guan, Fei ^{[1
,2
]}

Van Thien Nguyen ^{[3
]}

Peng, Zijia ^{[1
,2
]}

机构：

[1] Guangxi Minzu Univ, Coll Math & Phys, Guangxi Coll & Univ Key Lab Optimizat Control & E, 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, Educ Zone,Hoa Lac High Tech Pk,Km29 Thang Long Hi, Hanoi, Vietnam

来源：

JOURNAL OF NONLINEAR AND CONVEX ANALYSIS | 2023年 / 24卷 / 10期

基金：

欧盟地平线“2020”;

关键词：

Differential variational inequalities; error bounds; Banach's fixed point theorem; stochastic coefficients; CONVERGENCE;

D O I：

暂无

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider a class of stochastic differential variational inequalities (for short, SDVIs) consisting of a stochastic ordinary differential equation and a stochastic variational inequality. The existence of solutions to SDVIs is proved under two cases that the leading operator in the stochastic variational inequality is P-function and P-0-function. Then, the least-norm solution to the second case is obtained by a regularized method. Moreover, the mean square convergence and error bounds of the time-stepping method to SDVIs are established.

引用

页码：2259 / 2276

页数：18

共 35 条

[1] TWO INERTIAL EXTRAGRADIENT VISCOSITY ALGORITHMS FOR SOLVING VARIATIONAL INEQUALITY AND FIXED POINT PROBLEMS [J].