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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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Showing 2014Show all

2 papers · 1 filter

math.DS2014★ 9 cited

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…

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…