226 citations · 612 across the 43 of their papers we have counts for
Showing math.DSShow all
2 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.DS2008★ 18 cited
Viscosity solutions for systems of parabolic variational inequalities
Lucian Maticiuc, Etienne Pardoux, Aurel Răşcanu +1
In this paper, we first define the notion of viscosity solution for the following system of partial differential equations involving a subdifferential operator:\[\{[c]{l}\dfrac{\pa…