Multi-dimensional path-dependent forward-backward stochastic variational inequalities

DOI10.1007/s11228-023-00665-4OpenAlexW4317513570MaRDI QIDQ2687736

Yanyan Li

Publication date: 7 March 2023

Published in: Set-Valued and Variational Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11228-023-00665-4

zbMATH Keywords

well-posednessstochastic variational inequalitiesdifferential variational inequalitiesinfinite-dimensional analysispath-dependent

Mathematics Subject Classification ID

Sensitivity, stability, well-posedness (49K40) Variational inequalities (49J40) Variational inequalities (global problems) in infinite-dimensional spaces (58E35) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (1)

One-dimensional McKean-Vlasov stochastic variational inequalities and coupled BSDEs with locally Hölder noise coefficients

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