2 papers
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.PR2011
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…