A maximum principle for the stochastic variational inequalities

Siyan Xu and Mengqi Zheng

Statistics & Probability Letters, 2016, vol. 116, issue C, 116-121

Abstract: In this paper, we get the strong maximum principle to a class of operators associated with stochastic variational inequalities.

Keywords: Stochastic variational inequality; Maximum principle; Support theorem (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:116:y:2016:i:c:p:116-121

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DOI: 10.1016/j.spl.2016.04.022

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