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4 papers · 2 filters
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…
Stochastic variational inequalities with oblique subgradients
Anouar M. Gassous, Aurel Rascanu, Eduard Rotenstein
In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t…
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:…
Numerical Schemes for Multivalued Backward Stochastic Differential Systems
Lucian Maticiuc, Eduard Rotenstein
We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approxim…