{"paper":{"title":"Stochastic variational inequalities with oblique subgradients","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Anouar M. Gassous, Aurel Rascanu, Eduard Rotenstein","submitted_at":"2011-02-17T17:01:39Z","abstract_excerpt":"In this paper we will study the existence and uniqueness of the solution for the stochastic variational inequality with oblique subgradients of the following form:{l} dX_{t}+H(X_{t}) \\partial \\phi (X_{t}) (dt) \\ni f(t,X_{t}) dt+g(t,X_{t}) dB_{t},\\quad t>0,\\smallskip \\ X_{0}=x\\in \\bar{\\emph{Dom}(\\phi)}.% This problem is the generalization of the stochastic differential equation with oblique reflection considered by Lions and Sznitman in `84. The existence result is based on a deterministic approach; first, we prove the existence and uniqueness of the solution of a differential system with singu"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1102.3634","kind":"arxiv","version":4},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}