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Annals of the Alexandru Ioan Cuza University - Mathematics

The Journal of "Alexandru Ioan Cuza" University from Iasi

Editor-in-Chief: Oniciuc, Cezar

2 Issues per year


CiteScore 2016: 0.34

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Source Normalized Impact per Paper (SNIP) 2016: 0.488

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1221-8421
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Backward Stochastic Variational Inequalities with Locally Bounded Generators

Lucian Maticiuc
  • Faculty of Mathematics, “Alexandru Ioan Cuza” University of Iasi, Carol I Blvd., no. 11, 700506, ROMANIA
  • Department of Mathematics, “Gheorghe Asachi” Technical University of Iasi, Carol I Blvd., no. 11, 700506, ROMANIA
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/ Aurel Răşcanu
  • Faculty of Mathematics, “Alexandru Ioan Cuza” University of Iasi, Carol I Blvd., no. 11, 700506, ROMANIA
  • “Octav Mayer” Mathematics Institute of the Romanian Academy, Carol I Blvd., no. 8, Iasi 700506, ROMANIA
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/ Adrian Zălinescu
  • Faculty of Mathematics, “Alexandru Ioan Cuza” University of Iasi, Carol I Blvd., no. 11, 700506, ROMANIA
  • “Octav Mayer” Mathematics Institute of the Romanian Academy, Carol I Blvd., no. 8, Iasi 700506, ROMANIA
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Published Online: 2014-11-24 | DOI: https://doi.org/10.2478/aicu-2013-0023

Abstract

The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality:{-dYt+φ(Yt)dtF(t,Yt,Zt)dt-ZtdBt,0t<TYT=η, where F satisfies a local boundedness condition.

Keywords: backward stochastic differential equations; subdifferential operators; stochastic variational inequalities

MSC: 60H10; 93E03; 47J20; 49J40

References

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About the article

Published Online: 2014-11-24


Citation Information: Annals of the Alexandru Ioan Cuza University - Mathematics, ISSN (Online) 1221-8421, DOI: https://doi.org/10.2478/aicu-2013-0023.

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© 2014 Lucian Maticiuc et. al.. This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License. BY-NC-ND 3.0

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