2000 character limit reached
Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme (1001.3128v1)
Published 18 Jan 2010 in math.AP, math.NA, and math.PR
Abstract: Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process theory and methods concerning the reflection of a Brownian motion. In addition, we prove convergence results for a Euler scheme, discretizing theses stochastic differential inclusions.
Collections
Sign up for free to add this paper to one or more collections.
Paper Prompts
Sign up for free to create and run prompts on this paper using GPT-5.