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Aurel Rascanu
Aurel Rascanu
Scientific Researcher, “Octav Mayer" Institute of Mathematics, Iasi, Romania
Verified email at uaic.ro
Title
Cited by
Cited by
Year
Differential equations driven by fractional Brownian motion
A Rascanu
Collectanea Mathematica, 55-81, 2002
5372002
Stochastic differential equations
E Pardoux, A Rӑşcanu, E Pardoux, A Răşcanu
Stochastic Differential Equations, Backward SDEs, Partial Differential …, 2014
3782014
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
1211990
Carleman estimates and controllability of linear stochastic heat equations
V Barbu, A Răşcanu, G Tessitore
Applied Mathematics & Optimization 47, 97-120, 2003
1112003
Backward stochastic differential equations with subdifferential operator and related variational inequalities
E Pardoux, A Răşcanu
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 Răşcanu
Probability Theory and Related Fields 116 (4), 485-504, 2000
802000
Backward stochastic variational inequalities
É Pardoux, A Răşcanu
Stochastics: An International Journal of Probability and Stochastic …, 1999
591999
Stochastic variational inequalities in infinite dimensional spaces
A Bensoussan, A Rascanu
Numerical Functional Analysis and Optimization 18 (1-2), 19-54, 1997
581997
Deterministic and stochastic differential equations in Hilbert spaces involving multivalued maximal monotone operators
A Rascanu
Panamerican Mathematical Journal 6, 83-83, 1996
561996
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
371997
Existence for a class of stochastic parabolic variational inequalities
A Rascanu
Stochastics: An International Journal of Probability and Stochastic …, 1981
291981
A stochastic approach to a multivalued Dirichlet–Neumann problem
L Maticiuc, A Răşcanu
Stochastic processes and their applications 120 (6), 777-800, 2010
272010
Viability for differential equations driven by fractional Brownian motion
I Ciotir, A Răşcanu
Journal of Differential Equations 247 (5), 1505-1528, 2009
272009
Viability of moving sets for stochastic differential equation
R Buckdahn, M Quincampoix, C Rainer, A Răşcanu
262002
Parabolic variational inequalities with singular inputs
V Barbu, A Răşcanu
251997
Stochastic variational inequalities with oblique subgradients
AM Gassous, A Răşcanu, E Rotenstein
Stochastic Processes and their Applications 122 (7), 2668-2700, 2012
212012
Backward stochastic variational inequalities on random interval
L Maticiuc, A Răşcanu
192015
Stochastic control with exit time and constraints, application to small time attainability of sets
R Buckdahn, M Quincampoix, C Rainer, A Răşcanu
Applied Mathematics and Optimization 49, 99-112, 2004
192004
Parabolic variational inequalities with random inputs
A Bensoussan, A Răşcanu
Les Grands Systèmes des Sciences et de la Technologie 28, 77-94, 1994
181994
Viscosity solutions for systems of parabolic variational inequalities
L Maticiuc, É Pardoux, A Răşcanu, A Zălinescu
172010
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