5 citations · 5 across the 1 of their papers we have counts for
2 papers
math.PR2013★ 5 cited
Multivalued Backward Stochastic Differential Equations with Time Delayed Generators
Bakarime Diomande, Lucian Maticiuc
Our aim is to study the following new type of multivalued backward stochastic differential equation: \[ \left\{\begin{array} [c]{r}-dY\left(t\right) +\partialφ\left(Y\left(t\right)…
math.PR2013
Multivalued Stochastic Delay Differential Equations and Related Stochastic Control Problems
Bakarime Diomande, Lucian Maticiuc
We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type): \[ \left\{\be…