Support theorem for stochastic variational inequalities
Support theorem for stochastic variational inequalities
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DOI：
10.1016/j.bulsci.2010.05.001
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发表时间：
2010-05
影响因子：
1.3
通讯作者：
Jiagang Ren;Siyan Xu
中科院分区：
文献类型：
--
作者：
Jiagang Ren;Siyan Xu
证明了一类随机变分不等式解的Stroock-Varadhan型支撑定理。
We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.