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arXiv · 0808.0801

Backward stochastic variational inequalities with locally bounded generators

Lucian Maticiuc·Aurel Rascanu·Adrian Zalinescu
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Abstract

The paper deals with the existence and uniqueness of the solution of the backward stochastic variational inequality: \begin{equation} \left\{\begin{array} {l}-dY_{t}+\partial \varphi(Y_{t})dt \ni F(t,Y_{t},Z_{t})dt-Z_{t}dB_{t},\;0\leq t<T \\ Y_{T}=\eta, \end{array} \right.\end{equation} where $F$ satisfies a local boundedness condition.

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Lucian Maticiuc, Aurel Rascanu, Adrian Zalinescu. 2008-08-06. Backward stochastic variational inequalities with locally bounded generators. https://doi.org/10.2478/aicu-2013-0023

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