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
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Referente: Luca Di Persio
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