Existence for a class of stochastic parabolic variational inequalities
Aurel Răşcanu · Stochastics · 1981
In this paper we deal with the existence of a nonanticipative stochastic process M, solution of the stochastic parabolic variational inequality for all v and m in some fixed spaces of stochastic processes (m and M are martingales). If ϕ is a convex indicator function, we obtain a “maximal solution”.