Backward stochastic variational inequalities with locally bounded generators
arXiv:0808.0801 · doi:10.2478/aicu-2013-0023
Abstract
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_{t})dt \ni F(t,Y_{t},Z_{t})dt-Z_{t}dB_{t},\;0\leq t<T \\ Y_{T}=η, \end{array} \right.\end{equation} where satisfies a local boundedness condition.
Minor edits and a slight change to title have been made