Publication:3615863

zbMath1168.60023MaRDI QIDQ3615863

Lucian Maticiuc, Aurel Răşcanu

Publication date: 24 March 2009

zbMATH Keywords

variational inequality; backward stochastic differential equation; generalised backward stochastic differential equation

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

35K85: Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

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Numerical schemes for multivalued backward stochastic differential systems, Multivalued backward stochastic differential equations with oblique subgradients