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.
Stochastic differential variational inequality P-function convergence P_0-function
Birincil Dil | İngilizce |
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Konular | Matematik |
Bölüm | Matematik |
Yazarlar | |
Yayımlanma Tarihi | 3 Kasım 2023 |
Yayımlandığı Sayı | Yıl 2023 Cilt: 52 Sayı: 6 - Special Issue: Nonlinear Evolution Problems with Applications |