Approximation and simulation of stochastic variational inequalities - splitting up method

DOI10.1080/01630569708816759zbMath0883.60057OpenAlexW2067473533MaRDI QIDQ4351389

Ioan Asiminoaei, Aurel Răşcanu

Publication date: 16 March 1998

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569708816759

zbMATH Keywords

stochastic variational inequalitiessplitting up methodsimulation of sample path

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

• On the variational principle
• On the maximal monotonicity of subdifferential mappings
• Approximation of the Zakaï Equation by the Splitting up Method
• Stochastic variational inequalities in infinite dimensional spaces
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