23 citations · 101 across the 15 of their papers we have counts for
7 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…
Deterministic and Stochastic Differential Equations in Hilbert Spaces Involving Multivalued Maximal Monotone Operators
Aurel Rascanu
This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0<t<T,\\ &u(0)=u_{0}, \end{aligned} which is a multivalu…
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…
Direct and inverse images for fractional stochastic tangent sets and applications
Tianyang Nie, Aurel Rascanu
In this paper, we study direct and inverse images for fractional stochastic tangent sets and we establish the deterministic necessary and sufficient conditions that guarantee that…
Viability for stochastic differential equations driven by fractional Brownian motion
Ioana Ciotir, Aurel Rascanu
In this paper we prove a viability result for multidimensional, time dependent, stochastic differential equations driven by fractional Brownian motion with Hurst parameter1/2 < H <…
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…