Backward Stochastic Variational Inequalities with Locally Bounded Generators

DOI10.2478/aicu-2013-0023zbMath1349.60095arXiv0808.0801OpenAlexW3102274672MaRDI QIDQ2806664

Lucian Maticiuc, Adrian Zalinescu, Aurel Răşcanu

Publication date: 18 May 2016

Published in: Annals of the Alexandru Ioan Cuza University - Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.0801

zbMATH Keywords

backward stochastic differential equationssubdifferential operatorsstochastic variational inequalities

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Stochastic systems in control theory (general) (93E03)

Related Items (2)

Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Backward stochastic variational inequalities on random interval

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