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math.PR2026
Càdlàg Solutions to Backward Stochastic Dynamics featuring Oblique Subgradients and driven by Martingale Noise
Andreea Negruţ, Aurel Răşcanu, Eduard Rotenstein
The present study improves the qualitative analysis of backward stochastic variational dynamics on a general complete filtered probability space, considered in the spirit of Liang,…
math.PR2026
Planar Obliquely Reflected BSVIs on General Filtered Spaces: Non-Symmetric Rotation Fields and Associated Control Problems
Andreea Negruţ, Aurel Răşcanu, Eduard Rotenstein
We prove existence and uniqueness of a càdlàg solution to a planar backward stochastic variational inequality on a general complete filtered probability space, driven by a square i…