23 citations · 101 across the 15 of their papers we have counts for
Showing 2014Show all
3 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.DS2014★ 2 cited
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…
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…