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20082020
most citedFractional backward stochastic differential euqations and fractional backward variational inequalities

34 citations · 167 across the 14 of their papers we have counts for

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math.PR2014

Multivalued Monotone Stochastic Differential Equations with Jumps

Lucian Maticiuc, Aurel Rascanu, Leszek Slominski

We study multivalued stochastic differential equations (MSDEs) with maximal monotone operators driven by semimartingales with jumps. We discuss in detail some methods of approximat…