Multivalued backward stochastic differential equations with time delayed generators

DOI10.2478/s11533-014-0434-xzbMath1307.60075arXiv1305.7170OpenAlexW1992535853MaRDI QIDQ403184

Lucian Maticiuc, Bakarime Diomande

Publication date: 29 August 2014

Published in: Central European Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1305.7170

zbMATH Keywords

backward stochastic differential equationssubdifferential operatortime-delayed generators

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Nonsmooth analysis (49J52) Stochastic functional-differential equations (34K50) Variational and other types of inclusions (47J22)

Related Items

Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Backward stochastic variational inequalities on random interval

Cites Work

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