Anticipated backward stochastic variational inequalities with generalized reflection
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Cites work
- scientific article; zbMATH DE number 140601 (Why is no real title available?)
- scientific article; zbMATH DE number 3398324 (Why is no real title available?)
- A stochastic approach to a multivalued Dirichlet-Neumann problem
- Adapted solution of a backward stochastic differential equation
- Anticipated backward stochastic differential equations
- Anticipated backward stochastic differential equations with non-Lipschitz coefficients
- Backward stochastic differential equations with subdifferential operator and related variational inequalities
- Backward stochastic variational inequalities
- Backward stochastic variational inequalities on random interval
- Backward stochastic variational inequalities with locally bounded generators
- Conjugate convex functions in optimal stochastic control
- Fractional backward stochastic differential equations and fractional backward variational inequalities
- Maximum principle for the stochastic optimal control problem with delay and application
- Multi-dimensional BSDE with oblique reflection and optimal switching
- Multivalued backward stochastic differential equations with oblique subgradients
- Multivalued backward stochastic differential equations with time delayed generators
- Necessary and sufficient condition for the comparison theorem of multidimensional anticipated backward stochastic differential equations
- Numerical schemes for multivalued backward stochastic differential systems
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations
- Reflected solutions of generalized anticipated BSDEs and application to reflected BSDEs with functional barrier
- Some properties of generalized anticipated backward stochastic differential equations
- Stochastic differential equations, backward SDEs, partial differential equations
- Stochastic variational inequalities with oblique subgradients
- The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
Cited in
(5)- An anticipative stochastic minimum principle under enlarged filtrations
- Multivalued backward stochastic differential equations with oblique subgradients
- McKean-Vlasov stochastic variational inequalities with oblique subgradients and propagation of chaos
- Mean-field forward-backward stochastic variational inequalities with oblique subgradients and nonlocal parabolic variational inequalities
- Stochastic variational inequality and reflected BSDE with single L^2 obstacle
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