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 $P_{0}$-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.
Primary Language | English |
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Subjects | Mathematical Sciences |
Journal Section | Mathematics |
Authors | |
Publication Date | November 3, 2023 |
Published in Issue | Year 2023 Volume: 52 Issue: 6 - Special Issue: Nonlinear Evolution Problems with Applications |