23 citations · 101 across the 15 of their papers we have counts for
Showing 2008 · math.DSShow all
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math.DS2008★ 2 cited
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 <…
math.DS2008★ 23 cited
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*…
math.DS2008★ 18 cited
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…