| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527255 | Stochastic Processes and their Applications | 2014 | 27 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Adrian ZÄlinescu,