Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
Provides theoretical foundations for stochastic sweeping processes, which is an incremental contribution to stochastic differential inclusion theory.
This paper establishes well-posedness for first-order stochastic differential inclusions, specifically sweeping processes with stochastic perturbation, by combining deterministic sweeping process theory and Brownian motion reflection methods. It also proves convergence results for a discretizing Euler 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.