Views
1
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.
Field : Fen Bilimleri ve Matematik
Journal Type : Uluslararası
Article Detail 
Similar Articles
Download PDF
Journal Information
Listen Paper
Cite
Print This Page
Share
Mendeley
