Multivalued backward stochastic differential equations with oblique subgradients

DOI10.1016/j.spa.2015.03.001zbMath1328.60137arXiv1310.0977OpenAlexW2116293833MaRDI QIDQ2347461

Aurel Răşcanu, Eduard Rotenstein, Anouar M. Gassous

Publication date: 27 May 2015

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1310.0977

zbMATH Keywords

oblique reflectionsubdifferential operatorsMeyer-Zheng topologymultivalued backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic systems in control theory (general) (93E03) Stochastic analysis (60H99)

Related Items (5)

Anticipated backward stochastic variational inequalities with generalized reflection ⋮ On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem ⋮ Multi-dimensional path-dependent forward-backward stochastic variational inequalities ⋮ Infection time in multistable gene networks. A backward stochastic variational inequality with nonconvex switch-dependent reflection approach ⋮ Obliquely reflected backward stochastic differential equations

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