34 citations · 167 across the 14 of their papers we have counts for
4 papers · 1 filter
Stochastic Variational Inequalities on Non-Convex Domains
Rainer Buckdahn, Lucian Maticiuc, Etienne Pardoux +1
The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\pa…
Cadlag Skorokhod problem driven by a maximal monotone operator
Lucian Maticiuc, Aurel Răşcanu, Leszek Słomiński +1
The article deals with existence and uniqueness of the solution of the following differential equation (a càdlàg Skorokhod problem) driven by a maximal monotone operator and with s…
Stochastic approach for a multivalued Dirichlet-Neumann problem
Lucian Maticiuc, Aurel Rascanu
We prove the existence and uniqueness of a viscosity solution of the parabolic variational inequality with a nonlinear multivalued Neumann-Dirichlet boundary condition:% {equation*…
Viscosity solutions for systems of parabolic variational inequalities
Lucian Maticiuc, Etienne Pardoux, Aurel Răşcanu +1
In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\pa…