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Stochastic variational inequalities with jumps |
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| Authors: | Adrian Zălinescu |
| Institution: | Faculty of Mathematics, “Alexandru Ioan Cuza” University, Carol I Blvd., no. 9, Ia?i, 700506, Romania; “O. Mayer” Mathematics Institute of the Romanian Academy, Ia?i, Carol I Blvd., no. 8, Ia?i, 700506, Romania |
| Abstract: | This work is devoted to the study of a stochastic variational inequality with a Wiener–Poisson driving term. Existence and uniqueness are proven for Lipschitz coefficients and under general conditions for the unbounded term. One of the main tools used in order to obtain the existence result is a penalization method involving Moreau–Yosida regularization. |
| Keywords: | 60H10 60H20 60G51 60G57 |
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