Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Lucian Maticiuc"'
Publikováno v:
Stochastic Processes and their Applications. 130:1669-1712
We prove the existence of a viscosity solution of the following path dependent nonlinear Kolmogorov equation: \[ \begin{cases} \partial_{t}u(t,\phi)+\mathcal{L}u(t,\phi)+f(t,\phi,u(t,\phi),\partial_{x}u(t,\phi) \sigma(t,\phi),(u(\cdot,\phi))_{t})=0,\
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::73c8aac06e831a5e8de3de7575a9fff2
https://doi.org/10.1016/j.spa.2019.05.013
https://doi.org/10.1016/j.spa.2019.05.013
Publikováno v:
Journal of Discrete Mathematical Sciences and Cryptography. 19:469-488
Aiming at the needs of the enterprises in the manufacturing industry chain for exploring and choosing the partners, a scheme of constructing generic industry chain enterprise cooperation network based on ASP collaborative commerce platform was propos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::78ebf360cf15bf15ad18e57b273918d4
https://doi.org/10.1080/09720529.2016.1177979
https://doi.org/10.1080/09720529.2016.1177979
Autor:
Aurel Răşcanu, Lucian Maticiuc
Publikováno v:
ESAIM: Control, Optimisation and Calculus of Variations. 27:88
We prove the existence and uniqueness of the Lp-variational solution, with p > 1, of the following multivalued backward stochastic differential equation with p-integrable data: {−dYt + ∂yΨ(t,Yt)dQt∋H(t,Yt,Zt)dQt−ZtdBt,0≤tYτ = η, where τ
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::640910c504c83cdd47a31c0e8debb4d9
https://doi.org/10.1051/cocv/2021083
https://doi.org/10.1051/cocv/2021083
Autor:
Lucian Maticiuc, Tianyang Nie
Publikováno v:
Journal of Theoretical Probability. 28:337-395
In the framework of fractional stochastic calculus, we study the existence and the uniqueness of the solution for a backward stochastic differential equation, formally written as: [{[c]{l}% -dY(t)= f(t,\eta(t),Y(t),Z(t))dt-Z(t)\delta B^{H}(t), \quad
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::581ed9b3df5754d5d0dc273e49d6c38e
https://doi.org/10.1007/s10959-013-0509-9
https://doi.org/10.1007/s10959-013-0509-9
Autor:
Eduard Rotenstein, Lucian Maticiuc
Publikováno v:
Open Mathematics, Vol 10, Iss 2, Pp 693-702 (2012)
We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE and backw
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::41d0935aca189ed1640acef11b58fe79
https://doaj.org/article/b79196a262a0469a88647cb8f988680f
https://doaj.org/article/b79196a262a0469a88647cb8f988680f
Autor:
Aurel Răşcanu, Lucian Maticiuc
Publikováno v:
Nonlinear Analysis: Theory, Methods & Applications. 66:1587-1599
We prove that there exists a viscosity solution of a nonlinear Neumann problem { ∂ u i ( t , x ) ∂ t + A ( t ) u i ( t , x ) + f i ( t , x , u ( t , x ) , σ ∗ ( t , x ) ∇ x u i ( t , x ) ) = 0 , 0 ≤ t T , x ∈ D , i ∈ 1 , n ¯ , ∂ u i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::77568ca8721830f87ae4ccc48f94a600
https://doi.org/10.1016/j.na.2006.02.011
https://doi.org/10.1016/j.na.2006.02.011
Autor:
Aurel Răşcanu, Lucian Maticiuc
Publikováno v:
Bernoulli 21, no. 2 (2015), 1166-1199
The aim of this paper is to study, in the infinite dimensional framework, the existence and uniqueness for the solution of the following multivalued generalized backward stochastic differential equation, considered on a random, possibly infinite, tim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d1d6aaf9e531df1bed2df18e7f2f797f
http://projecteuclid.org/euclid.bj/1429624974
http://projecteuclid.org/euclid.bj/1429624974
Publikováno v:
Journal of Differential Equations
Journal of Differential Equations, Elsevier, 2015, 259 (12), pp.7332-7374. ⟨10.1016/j.jde.2015.08.023⟩
Journal of Differential Equations, 2015, 259 (12), pp.7332-7374. ⟨10.1016/j.jde.2015.08.023⟩
Journal of Differential Equations, Elsevier, 2015, 259 (12), pp.7332-7374. ⟨10.1016/j.jde.2015.08.023⟩
Journal of Differential Equations, 2015, 259 (12), pp.7332-7374. ⟨10.1016/j.jde.2015.08.023⟩
The objective of this work is to prove, in a first step, the existence and the uniqueness of a solution of the following multivalued deterministic differential equation: $dx(t)+\partial ^-\varphi (x(t))(dt)\ni dm(t),\ t>0$, $x(0)=x_0$, where $m:\math
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::18e142ecabd17fd5d201502ac8c63af2
https://hal.archives-ouvertes.fr/hal-01231780
https://hal.archives-ouvertes.fr/hal-01231780
We study multivalued stochastic differential equations (MSDEs) with maximal monotone operators driven by semimartingales with jumps. We discuss in detail some methods of approximation of solutions of MSDEs based on discretization of processes and Yos
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ebc22b505cd913442b7da7ef35571024
Autor:
Aurel Răşcanu, Lucian Maticiuc
In this article we prove the continuity of the deterministic function $u:[0,T]\times \mathcal{\bar{D}}\rightarrow \mathbb{R}$, defined by $u(t,x):=Y_{t}^{t,x}$, where the process $(Y_{s}^{t,x})_{s\in[t,T]}$ is given by the generalized multivalued bac
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4037b61d13ae4eb7cbc67eccebc21337
http://arxiv.org/abs/1309.4935
http://arxiv.org/abs/1309.4935