Anticipated backward stochastic variational inequalities with generalized reflection
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Publication:4598554
DOI10.1142/S0219493718500089zbMath1387.60091MaRDI QIDQ4598554
Lucian Maticiuc, Eduard Rotenstein
Publication date: 21 December 2017
Published in: Stochastics and Dynamics (Search for Journal in Brave)
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Stochastic systems in control theory (general) (93E03)
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