Support theorem for stochastic variational inequalities
Probability
2010-05-19 v1
Abstract
We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.
Cite
@article{arxiv.1005.3136,
title = {Support theorem for stochastic variational inequalities},
author = {Jiagang Ren and Siyan Xu},
journal= {arXiv preprint arXiv:1005.3136},
year = {2010}
}
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