Zobrazeno 1 - 10
of 57
pro vyhledávání: '"Raşcanu, Aurel"'
Autor:
Maticiuc, Lucian, Răşcanu, Aurel
The aim of the paper is to prove the existence and uniqueness of the $L^{p}$--variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$--integrable data: \begin{equation*} \left\{ \begin{array}[
Externí odkaz:
http://arxiv.org/abs/1910.09977
Autor:
Răşcanu, Aurel
We present a simple proof of the maximal monotonicity of the subdifferential operator in general Banach spaces. Using the Fitzpatrick function the Rockafellar surjectivity theorem follows as a corollary.
Externí odkaz:
http://arxiv.org/abs/1910.03847
Autor:
Răşcanu, Aurel
Our aim is to study the existence and uniqueness of the $L^{p}$ - variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$-integrable data: \[ \left\{ \begin{align*} &-dY_{t}+\partial_{y}\Psi\l
Externí odkaz:
http://arxiv.org/abs/1810.11247
Autor:
Pardoux, Etienne, Rascanu, Aurel
Publikováno v:
Stochastics, 89 ,726-752, 2017
It is well-known since the work of Pardoux and Peng [12] that Backward Stochastic Differential Equations provide probabilistic formulae for the solution of (systems of) second order elliptic and parabolic equations, thus providing an extension of the
Externí odkaz:
http://arxiv.org/abs/1602.01309
Publikováno v:
Journal of Differential Equations, vol. 259, no. 12, 7332 - 7374 (2015)
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:
http://arxiv.org/abs/1407.1876
Autor:
Rascanu, Aurel
Publikováno v:
Panamer. Math. J. 6 (1996), no. 3, 83--119, MR1400370
This work deals with a Skorokhod problem driven by a maximal operator: \begin{aligned} &du(t)+Au(t)(dt)\ni f(t)dt+dM(t), \; 0
Externí odkaz:
http://arxiv.org/abs/1402.0748
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:
http://arxiv.org/abs/1401.3681
We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, $BSVI\left(H(t,y),\varphi,F\right)$), written under differential form \[ \left\{\begin{array} [c]{l
Externí odkaz:
http://arxiv.org/abs/1310.0977
Autor:
Maticiuc, Lucian, Răşcanu, Aurel
Publikováno v:
Stochastic Processes and their Applications, vol. 126, no. 2, 572 - 607 (2016)
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:
http://arxiv.org/abs/1309.4935
Publikováno v:
Journal of Mathematical Analysis and Applications, vol. 429, no. 2, 1305 - 1346 (2015)
The article deals with existence and uniqueness of the solution of the following differential equation (a c\`adl\`ag Skorokhod problem) driven by a maximal monotone operator and with singular input generated by the c\`{a}dl\`{a}g function $m$: \[ \le
Externí odkaz:
http://arxiv.org/abs/1306.1686