34 citations · 167 across the 14 of their papers we have counts for
3 papers · 1 filter
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*…
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_{…
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…