174 citations
- Alexandru Ioan Cuza UniversityRO19 papers
- Jadavpur UniversityIN9 papers
- University of ThessalyGR9 papers
- Helsinki Institute of PhysicsFI7 papers
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- National Taitung UniversityTW6 papers
- National Technical University of AthensGR5 papers
- Romanian AcademyRO5 papers
- Istituto Nazionale di Ricerca MetrologicaIT4 papers
- Université de Bretagne OccidentaleFR3 papers
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5 papers · 1 filter
On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem
Lucian Maticiuc, Aurel Răşcanu
In this article we prove the continuity of the deterministic function , defined by , where the process $…
Multivalued Backward Stochastic Differential Equations with Time Delayed Generators
Bakarime Diomande, Lucian Maticiuc
Our aim is to study the following new type of multivalued backward stochastic differential equation: \[ \left\{\begin{array} [c]{r}-dY\left(t\right) +\partialφ\left(Y\left(t\right)…
Backward stochastic variational inequalities on random interval
Lucian Maticiuc, Aurel Răşcanu
The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic…
Fractional backward stochastic differential euqations and fractional backward variational inequalities
Lucian Maticiuc, Tianyang Nie
In the framework of fractional stochastic calculus, we study the existence and the uniqueness of the solution for a backward stochastic differential equation, formally written as:…
Backward stochastic variational inequalities with locally bounded generators
Lucian Maticiuc, Aurel Rascanu, Adrian Zalinescu
The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality: \begin{equation} \left\{\begin{array} {l}-dY_{t}+\partial φ(Y_{…