Euler scheme for solving a class of stochastic differential variational inequalities with some applications
Yao-jia Zhang, Tao Chen, Nan‐jing Huang, Xue-song Li
Topics & Concepts
Scheme (mathematics)Convergence (economics)Euler's formulaVariational inequalitySequence (biology)MathematicsClass (philosophy)Applied mathematicsStochastic differential equationDifferential (mechanical device)Backward Euler methodMathematical optimizationComputer scienceMathematical analysisEuler equationsPhysicsEconomic growthArtificial intelligenceEconomicsThermodynamicsGeneticsBiologyContact Mechanics and Variational InequalitiesOptimization and Variational AnalysisNonlinear Partial Differential Equations