Stochastic variational inequalities with jumps
نویسندگان
چکیده
منابع مشابه
Asymptotic analysis of stochastic variational inequalities modeling an elasto-plastic problem with vanishing jumps
ABSTRACT. In a previous work by the first author with J. Turi [2], a stochastic variational inequality has been introduced to model an elasto-plastic oscillator with noise. A major advantage of the stochastic variational inequality is to overcome the need to describe the trajectory by phases (elastic or plastic). This is useful, since the sequence of phases cannot be characterized easily. In pa...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2014
ISSN: 0304-4149
DOI: 10.1016/j.spa.2013.09.005