Stochastic variational inequalities with oblique subgradients

DOI10.1016/j.spa.2012.04.012zbMath1255.60095arXiv1102.3634OpenAlexW2033442321MaRDI QIDQ432510

Eduard Rotenstein, Aurel Răşcanu, Anouar M. Gassous

Publication date: 4 July 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1102.3634

zbMATH Keywords

oblique reflectionstochastic variational inequalitiesSkorohod problem

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85)

Related Items

Parabolic variational inequalities with generalized reflecting directions ⋮ Euler scheme for solving a class of stochastic differential variational inequalities with some applications ⋮ Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Stochastic variational inequalities with jumps ⋮ Stochastic variational inequalities on non-convex domains ⋮ A non-convex setup for multivalued differential equations driven by oblique subgradients ⋮ Càdlàg Skorokhod problem driven by a maximal monotone operator ⋮ Multivalued backward stochastic differential equations with oblique subgradients ⋮ Invariance for stochastic differential systems with time-dependent constraining sets

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