| Weak solutions and optimal control for multivalued stochastic differential equations A Zălinescu Nonlinear Differential Equations and Applications NoDEA 4 (15), 511-533, 2008 | 28 | 2008 |
| Second order Hamilton–Jacobi–Bellman equations with an unbounded operator A Zălinescu Nonlinear Analysis: Theory, Methods & Applications 75 (13), 4784-4797, 2012 | 19 | 2012 |
| Viscosity solutions for systems of parabolic variational inequalities L Maticiuc, É Pardoux, A Răşcanu, A Zălinescu | 17 | 2010 |
| A stochastic approach to path-dependent nonlinear Kolmogorov equations via BSDEs with time-delayed generators and applications to finance F Cordoni, L Di Persio, L Maticiuc, A Zălinescu Stochastic Processes and their Applications 130 (3), 1669-1712, 2020 | 14 | 2020 |
| Penalization method for a nonlinear Neumann PDE via weak solutions of reflected SDEs K Bahlali, L Maticiuc, A Zalinescu | 11 | 2013 |
| A generalized mixed zero-sum stochastic differential game and double barrier reflected BSDEs with quadratic growth coefficient S Hamadene, E Rotenstein, A Zalinescu arXiv preprint arXiv:0807.1416, 2008 | 11 | 2008 |
| Second order hamilton–Jacobi–Bellman inequalities A Zălinescu Comptes Rendus Mathematique 335 (7), 591-596, 2002 | 6 | 2002 |
| Stochastic variational inequalities with jumps A Zălinescu Stochastic Processes and their Applications 124 (1), 785-811, 2014 | 4 | 2014 |
| Hamilton-Jacobi-Bellman equations associated to symmetric stable processes A Zalinescu Ann. Alexandru Ioan Cuza Univ.-Maths 57 (1), 163-196, 2011 | 4 | 2011 |
| Maximum principle for an optimal control problem associated to a SPDE with nonlinear boundary conditions S Bonaccorsi, A Zălinescu Journal of Mathematical Analysis and Applications 465 (1), 359-378, 2018 | 3 | 2018 |
| Backward stochastic variational inequalities under weak assumptions on the data L Maticiuc, A Rascanu, A Zalinescu arXiv preprint arXiv:0808.0801, 2008 | 3 | 2008 |
| On reflected solutions of stochastic equations driven by symmetric stable processes HJ Engelbert, VP Kurenok, A Zalinescu Friedrich-Schiller-Univ., 2004 | 3 | 2004 |
| Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay B Diomande, A Zalinescu | 2 | 2015 |
| Backward stochastic variational inequalities with locally bounded generators L Maticiuc, A Rascanu, A Zalinescu An. Stiint. Univ.“Al. I. Cuza” Iasi. Mat.(NS), 2014 | 2 | 2014 |
| On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes Y Kabanov, R Liptser, J Stoyanov, HJ Engelbert, VP Kurenok, A Zalinescu From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006 | 2 | 2006 |
| Time-delayed generalized BSDEs L Di Persio, M Garbelli, L Maticiuc, A Zălinescu Stochastic Processes and their Applications 170, 104277, 2024 | 1 | 2024 |
| Feynman–Kac formula for BSDEs with jumps and time delayed generators associated to path-dependent nonlinear Kolmogorov equations L Di Persio, M Garbelli, A Zălinescu Nonlinear Differential Equations and Applications NoDEA 30 (6), 72, 2023 | 1 | 2023 |
| Solutions faibles et contrôle optimal des inéquations variationnelles stochastiques A Zalinescu Brest, 2002 | 1 | 2002 |
| Continuity with respect to parameters of the solutions of time delayed BSDEs with Stieltjes integral L Di Persio, L Maticiuc, A Zălinescu arXiv preprint arXiv:2012.00798, 2020 | | 2020 |
| American Game Options and Re. ected BSDEs with Quadratic Growth S Hamadène, E Rotenstein, A Zalinescu | | 2009 |
Lucian MaticiucFaculty of Mathematics, "Alexandru Ioan Cuza" University, Iasi, RomaniaVerified email at uaic.ro
