Random variational inequalities in the absence of sample path continuity (Q1890826)
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scientific article; zbMATH DE number 757819
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variational inequalities in the absence of sample path continuity |
scientific article; zbMATH DE number 757819 |
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Random variational inequalities in the absence of sample path continuity (English)
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18 September 1995
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The author has proved the existence of a solution of a class of random variational inequalities under conditions that are not imposed sample- path-wise. An example is given to illustrate the applicability of the results. This paper is a significant contribution in this area.
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Brownian motion
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Itô integral
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random variational inequalities
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