34 citations · 167 across the 14 of their papers we have counts for
5 papers · 1 filter
On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem
Lucian Maticiuc, Aurel Răşcanu
In this article we prove the continuity of the deterministic function , defined by , where the process $…
Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs
Khaled Bahlali, Lucian Maticiuc, Adrian Zalinescu
In this paper we prove an approximation result for the viscosity solution of a system of semi-linear partial differential equations with continuous coefficients and nonlinear Neuma…
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…
Multivalued Backward Stochastic Differential Equations with Time Delayed Generators
Bakarime Diomande, Lucian Maticiuc
Our aim is to study the following new type of multivalued backward stochastic differential equation: \[ \left\{\begin{array} [c]{r}-dY\left(t\right) +\partialφ\left(Y\left(t\right)…
Multivalued Stochastic Delay Differential Equations and Related Stochastic Control Problems
Bakarime Diomande, Lucian Maticiuc
We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type): \[ \left\{\be…