论文标题
具有应用的随机差异不平等现象
Stochastic differential variational inequalities with applications
论文作者
论文摘要
在本文中，我们介绍并研究了随机差异不平等（SDVI），该变化不平等（SDVI）由随机微分方程和随机变异不等式组成。我们通过使用迭代方法和Gronwall的不平等来获得SDVI解决方案的存在和独特性。此外，我们显示了在某些轻度条件下解决SDVI的Euler方案的收敛性。最后，我们将获得的结果应用于用二极管和随机环境中桥梁问题的崩溃来解决电路。
In this paper, we introduce and study a stochastic differential variational inequality (SDVI) which consists of a stochastic differential equation and a stochastic variational inequality. We obtain the existence and uniqueness of the solutions for SDVI by using the iteration method and Gronwall's inequality. Moreover, we show the convergence of Euler scheme for solving SDVI under some mild conditions. Finally, we apply the obtained results to solve the electrical circuits with diodes and the collapse of the bridge problems in stochastic environment.
