Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients |
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Authors: | Ren Jiagang Shi Qun Wu Jing |
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Affiliation: | 1.School of Mathematics, Sun Yat-sen University, Guangzhou, Guangdong, 510275, People’s Republic of China ; |
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Abstract: | Potential Analysis - We establish various limit theorems for one-dimensional stochastic variational inequalities with Yamada-Watanabe type conditions on the coefficients, including, the... |
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