{"paper":{"title":"$L^{p}$ - Variational Solution of Backward Stochastic Differential Equation driven by subdifferential operators on a deterministic interval time","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Aurel R\\u{a}\\c{s}canu","submitted_at":"2018-10-26T10:21:18Z","abstract_excerpt":"Our aim is to study the existence and uniqueness of the $L^{p}$ - variational solution, with $p>1,$ of the following multivalued backward stochastic differential equation with $p$-integrable data: \\[ \\left\\{ \\begin{align*} &-dY_{t}+\\partial_{y}\\Psi\\left( t,Y_{t}\\right) dQ_{t} \\ni H\\left( t,Y_{t},Z_{t}\\right) dQ_{t}-Z_{t}dB_{t},\\;t\\in\\left[ 0,T\\right] ,\\\\ &Y_{T} =\\eta, \\end{align*} \\right. \\] where $Q$ is a progresivelly measurable increasing continuous stochastic process and $\\partial_{y}\\Psi$ is the subdifferential of the convex lower semicontinuous function $y\\mapsto\\Psi(t,y)$. In the framew"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1810.11247","kind":"arxiv","version":3},"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"}