Publication:3615863
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zbMath1168.60023MaRDI QIDQ3615863
Lucian Maticiuc, Aurel Răşcanu
Publication date: 24 March 2009
variational inequality; backward stochastic differential equation; generalised backward stochastic differential equation
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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