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Support theorem for stochastic variational inequalities

โœ Scribed by Jiagang Ren; Siyan Xu

Publisher
Elsevier Science
Year
2010
Tongue
French
Weight
216 KB
Volume
134
Category
Article
ISSN
0007-4497

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โœฆ Synopsis

We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.

๐Ÿ“œ SIMILAR VOLUMES

Multivariate Variational Inequalities an
Multivariate Variational Inequalities and the Central Limit Theorem
โœ V. Papathanasiou ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 301 KB

Multivariate variational inequalities are obtained in terms of the w-functions and the trace of a Fisher-type information matrix. In consequence of these inequalities, the multivariate central limit theorem arises in the sense of the total variation.

Variational Inequalities and Fixed Point
Variational Inequalities and Fixed Point Theorems for PM-Maps
โœ Kunquan Lan; Jeffrey Webb ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 184 KB

We study maps T for which J y T is pseudo-monotone; we call such T a PM-map. This includes compact maps in suitable spaces and pseudo-contractive maps in Hilbert spaces. We study variational inequalities in a situation which was previously done only when T is compact. We show that our variational in