Backward stochastic variational inequalities
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Publication:4719381
DOI10.1080/17442509908834208zbMath0948.60049OpenAlexW2052948424MaRDI QIDQ4719381
Aurel Răşcanu, Etienne Pardoux
Publication date: 14 February 2000
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509908834208
variational inequalitiesstochastic partial differential equationsbackward stochastic differential equations
Stochastic integrals (60H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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