Giovedì 3 aprile ore 10.00


Aula Seminari – Dipartimento di Matematica


 

 

"Backward Stochastic Variational Inequalities with

Time Delayed Generators"

Lucian Maticiuc

("Gheorghe Asachi" Technical University and "Alexandru Ioan Cuza" University, Iasi, Romania)

 

 

 

ABSTRACT:

We show the existence and the uniqueness of the solution for the following multivalued backward stochastic differential equation withtime-delayed generators:

 

Where 

is the subdifferential operator of a proper convex lower semicontinuous function 

 

ReferenteLuca Di Persio

 



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Luca Di Persio - PhD
assistant professor of
Probability and Mathematical Finance

Dept. Informatics University of Verona
strada le Grazie 15 - 37134 Verona - Italy
Tel  :   +39  045  802 7968

Dept. Math  University of Trento
V. Sommarive, 14 - 38123 Povo - Italy
Tel  :   +39  0461  281686