23 citations · 101 across the 15 of their papers we have counts for
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math.PR2013
Multivalued backward stochastic differential equations with oblique subgradients
Anouar Gassous, Aurel Rascanu, Eduard Rotenstein
We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, …
math.PR2013★ 14 cited
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 $…
math.DS2013★ 11 cited
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…