Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients
Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients
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DOI：
10.1007/s11118-018-9704-8
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发表时间：
2018-05
影响因子：
1.1
通讯作者：
Jiagang Ren;Qun Shi;Jing Wu
中科院分区：
文献类型：
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作者：
Jiagang Ren;Qun Shi;Jing Wu
建立了一维随机变分不等式系数满足Yamada-Watanabe型条件的极限定理，包括Euler格式解的构造、Yosida逼近的收敛性和解的稳定性.此外，当系数仅为Hölder连续时，给出了这两种近似的收敛速度.
We establish various limit theorems for one-dimensional stochastic variational inequalities with Yamada-Watanabe type conditions on the coefficients, including, the construction of the solution through the Euler scheme, the convergence of the Yosida approximation and stability of the solution. Besides, convergence rates are presented for these two approximations when the coefficients are only Hölder continuous.