5 citations · 13 across the 8 of their papers we have counts for
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Phase-Space Realization of Stochastic Multivalued Dynamics with Gyroscopic Subdifferential Coupling
Ioana Ciotir, Andreea Negrut-Grajdeanu, Dan Goreac +1
We introduce a new framework for stochastic variational inequalities with oblique reflections generated by non-symmetric matrix coefficients. The loss of symmetry fundamentally cha…
Backward stochastic porous media equation with polynomial growth
Ioana Ciotir, Dan Goreac, Juan Li +2
We investigate the well-posedness of a backward stochastic porous media equation whose nonlinear term is a polynomial operator corresponding to the slow diffusion regime. The main…
Viability problems for SDEs in a general Gelfand triple setup using a variational approach
Ioana Ciotir, Aureliu Ionescu, Eduard Rotenstein
We establish viability conditions for a broad general class of stochastic differential equations formulated within the variational approach,% \[ dX_{t}=A\left( X_{t}\right) dt+B\le…
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,…
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…
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, …
Stochastic variational inequalities with oblique subgradients
Anouar M. Gassous, Aurel Rascanu, Eduard Rotenstein
In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t…
Numerical Schemes for Multivalued Backward Stochastic Differential Systems
Lucian Maticiuc, Eduard Rotenstein
We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approxim…