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Aurel Rascanu
Aurel Rascanu
Scientific Researcher, “Octav Mayer" Institute of Mathematics, Iasi, Romania
Adresă de e-mail confirmată pe uaic.ro
Titlu
Citat de
Citat de
Anul
Differential equations driven by fractional Brownian motion
A Rascanu
Collectanea Mathematica, 55-81, 2002
5442002
Stochastic differential equations
E Pardoux, A Rӑșcanu, E Pardoux, A Rășcanu
Stochastic Differential Equations, Backward SDEs, Partial Differential …, 2014
4082014
Approximation of the Zakai equation by the splitting up method
A Bensoussan, R Glowinski, A Rascanu
SIAM journal on control and optimization 28 (6), 1420-1431, 1990
1231990
Carleman estimates and controllability of linear stochastic heat equations
V Barbu, A Rășcanu, G Tessitore
Applied Mathematics & Optimization 47, 97-120, 2003
1162003
Backward stochastic differential equations with subdifferential operator and related variational inequalities
E Pardoux, A Rășcanu
Stochastic Processes and their applications 76 (2), 191-215, 1998
901998
Viability property for a backward stochastic differential equation and applications to partial differential equations
R Buckdahn, M Quincampoix, A Rășcanu
Probability Theory and Related Fields 116 (4), 485-504, 2000
812000
Stochastic variational inequalities in infinite dimensional spaces
A Bensoussan, A Rascanu
Numerical Functional Analysis and Optimization 18 (1-2), 19-54, 1997
621997
Backward stochastic variational inequalities
É Pardoux, A Rășcanu
Stochastics: An International Journal of Probability and Stochastic …, 1999
601999
Deterministic and stochastic differential equations in Hilbert spaces involving multivalued maximal monotone operators
A Rascanu
Panamerican Mathematical Journal 6, 83-83, 1996
591996
Approximation and simulation of stochastic variational inequalities-splitting up method
I Asiminoaei, A Rascanu
Numerical Functional Analysis and Optimization 18 (3-4), 251-282., 1997
381997
Existence for a class of stochastic parabolic variational inequalities
A Rascanu
Stochastics: An International Journal of Probability and Stochastic …, 1981
301981
Viability for differential equations driven by fractional Brownian motion
I Ciotir, A Rășcanu
Journal of Differential Equations 247 (5), 1505-1528, 2009
292009
A stochastic approach to a multivalued Dirichlet–Neumann problem
L Maticiuc, A Rășcanu
Stochastic processes and their applications 120 (6), 777-800, 2010
282010
Parabolic variational inequalities with singular inputs
V Barbu, A Rășcanu
281997
Viability of moving sets for stochastic differential equation
R Buckdahn, M Quincampoix, C Rainer, A Rășcanu
262002
Stochastic variational inequalities with oblique subgradients
AM Gassous, A Rășcanu, E Rotenstein
Stochastic Processes and their Applications 122 (7), 2668-2700, 2012
212012
Backward stochastic variational inequalities on random interval
L Maticiuc, A Rășcanu
192015
Stochastic control with exit time and constraints, application to small time attainability of sets
R Buckdahn, M Quincampoix, C Rainer, A Rășcanu
Applied Mathematics and Optimization 49, 99-112, 2004
192004
Parabolic variational inequalities with random inputs
A Bensoussan, A Rășcanu
Les Grands Systèmes des Sciences et de la Technologie 28, 77-94, 1994
191994
The Fitzpatrick function-a bridge between convex analysis and multivalued stochastic differential equations
A Rascanu, E Rotenstein
arXiv preprint arXiv:0809.4447, 2008
182008
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