Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme

DOI10.1016/j.jde.2011.03.010zbMath1226.34014OpenAlexW2962823902MaRDI QIDQ550027

Juliette Venel, Frédéric Bernicot

Publication date: 19 July 2011

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jde.2011.03.010

zbMATH Keywords

stabilitystochastic differential equationdifferential inclusionBrownian motionEuler methodstochastic perturbationsweeping processwell-posed

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential inclusions (34A60) Stability and convergence of numerical methods for ordinary differential equations (65L20) Perturbations of ordinary differential equations (34D10) Ordinary differential equations and systems with randomness (34F05) Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical solutions to stochastic differential and integral equations (65C30)

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