Stochastic variational inequalities with oblique subgradients
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References listed on IDEAS
- Rozkosz, Andrzej & Slominski, Leszek, 1997. "On stability and existence of solutions of SDEs with reflection at the boundary," Stochastic Processes and their Applications, Elsevier, vol. 68(2), pages 285-302, June.
- Ramasubramanian, S., 2006. "An insurance network: Nash equilibrium," Insurance: Mathematics and Economics, Elsevier, vol. 38(2), pages 374-390, April.
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- Zălinescu, Adrian, 2014. "Stochastic variational inequalities with jumps," Stochastic Processes and their Applications, Elsevier, vol. 124(1), pages 785-811.
- Gassous, Anouar M. & Răşcanu, Aurel & Rotenstein, Eduard, 2015. "Multivalued backward stochastic differential equations with oblique subgradients," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 3170-3195.
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KeywordsOblique reflection; Skorohod problem; Stochastic variational inequalities;
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