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