  In this paper, we propose a stochastic version of the classical Tseng's
forward-backward-forward method with inertial term for solving monotone
inclusions given by the sum of a maximal monotone operator and a single-valued
monotone operator in real Hilbert spaces. We obtain the almost sure convergence
for the general case and the rate $\mathcal{O}(1/n)$ in expectation for the
strong monotone case.
  Furthermore, we derive $\mathcal{O}(1/n)$ rate convergence of the primal-dual
gap for saddle point problems.
