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Limit Theorems for Stochastic Variational Inequalities with Non-Lipschitz Coefficients
Authors:Ren  Jiagang  Shi  Qun  Wu  Jing
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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