35 research outputs found
Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
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.Comment: 30 page
Verbesserung des benutzerorientierten Zugriffs auf fachspezifische Online-Datenbanken und CD-ROM fuer Mathematische Institute der Bundesrepublik Deutschland Fachlicher Abschlussbericht
Available from TIB Hannover: DtF QN1(40,9) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEBundesministerium fuer Bildung, Wissenschaft, Forschung und Technologie, Bonn (Germany)DEGerman