arXiv · 1005.3136
Support theorem for stochastic variational inequalities
Abstract
We prove a support theorem of the type of Stroock-Varadhan for solutions of stochastic variational inequalities.
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Jiagang Ren, Siyan Xu. 2010-05-18. Support theorem for stochastic variational inequalities. https://arxiv.org/abs/1005.3136
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