Backward stochastic variational inequalities with locally bounded generators

DOI10.2478/AICU-2013-0023zbMATH Open1349.60095arXiv0808.0801OpenAlexW3102274672MaRDI QIDQ2806664FDOQ2806664

Authors: Lucian Maticiuc, Aurel Răşcanu, Adrian Zalinescu 

Publication date: 18 May 2016

Published in: Analele Științifice ale Universității Al. I. Cuza din Iași. Serie Nouă. Matematică (Search for Journal in Brave)

Abstract: The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality: �egin{equation} left{�egin{array} {l}-dY_{t}+partial varphi(Y_{t})dt i F(t,Y_{t},Z_{t})dt-Z_{t}dB_{t},;0leq t<T \ Y_{T}=eta, end{array} ight.end{equation} where $F$ satisfies a local boundedness condition.

Full work available at URL: https://arxiv.org/abs/0808.0801

Recommendations

• Multivalued backward stochastic differential equations with oblique subgradients
• On the backward stochastic differential equation with generator \(f(y)|z|^2\)
• scientific article
• Backward stochastic variational inequalities on random interval
• Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality

zbMATH Keywords

backward stochastic differential equationsstochastic variational inequalitiessubdifferential operators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Stochastic systems in control theory (general) (93E03)

Cited In (5)

• Title not available (Why is that?)
• Multivalued backward stochastic differential equations with oblique subgradients
• Backward stochastic variational inequalities on random interval
• Backward stochastic dynamics with a subdifferential operator and non-local parabolic variational inequalities
• Anticipated backward stochastic variational inequalities with generalized reflection

This page was built for publication: Backward stochastic variational inequalities with locally bounded generators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2806664)