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Approximation and simulation of stochastic variational inequalities - splitting up method |
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| Authors: | Ioan Asiminoaei Aurel Rascanu |
| Institution: | 1. Depart. of Computer Science , Al. I. Cuza University , Iasi, 6600, Romania E-mail: E-mail address:iasimin@infoiasi.ro;2. Department of Mathematics , Al. I. Cuza University , Iasi, 6600, Romania E-mail: E-mail address:rascanu@uaic.ro |
| Abstract: | |
| Keywords: | stochastic variational inequalities splitting up method simulation of sample path 1991 Mathematics Subject Classification Primary 60H10 1991 Mathematics Subject Classification Secondary 65U05 1991 Mathematics Subject Classification Secondary 65C20 |