{"paper":{"title":"Multivalued backward stochastic differential equations with oblique subgradients","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Anouar Gassous, Aurel Rascanu, Eduard Rotenstein","submitted_at":"2013-10-03T13:37:02Z","abstract_excerpt":"We study the existence and uniqueness of the solution for the following backward stochastic variational inequality with oblique reflection (for short, $BSVI\\left(H(t,y),\\varphi,F\\right)$), written under differential form \\[ \\left\\{\\begin{array} [c]{l}% -dY_{t}+H\\left(t,Y_{t}\\right) \\partial\\varphi\\left(Y_{t}\\right) \\left(dt\\right) \\ni F\\left(t,Y_{t},Z_{t}\\right) dt-Z_{t}dB_{t},\\quad t\\in\\left[ 0,T\\right] ,\\smallskip\\\\ Y_{T}=\\eta, \\end{array} \\right. \\] where $H$ is a bounded symmetric smooth matrix and $\\varphi$ is a proper convex lower semicontinuous function, with $\\partial\\varphi$ being its"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1310.0977","kind":"arxiv","version":1},"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"}