Andreea Negruţ | Searcharxiv

arXiv2026

Càdlàg Solutions to Backward Stochastic Dynamics featuring Oblique Subgradients and driven by Martingale Noise

The present study improves the qualitative analysis of backward stochastic variational dynamics on a general complete filtered probability space, considered in the spirit of Liang, Lyons and Qian (2011). Our primary objective is to overcome a substantial limitation in the study of Bensoussan, Li and Yam (2018), where the boundedness condition imposed on the multivalued subdifferential operator excludes standard obstacle-type constraints and indicator functions of convex sets. We prove the existence and uniqueness of a strong càdlàg solution under the natural assumption that the driving proper lower semicontinuous convex function is merely bounded from below by an affine/quadratic function. Furthermore, we incorporate an oblique reflection governed by a time-dependent, uniformly positive definite symmetric matrix, in the spirit of the pioneering results of Gassous, Răşcanu and Rotenstein (2012, 2015).

math.PR↗

arXiv2026

Planar Obliquely Reflected BSVIs on General Filtered Spaces: Non-Symmetric Rotation Fields and Associated Control Problems

We prove existence and uniqueness of a càdlàg solution to a planar backward stochastic variational inequality on a general complete filtered probability space, driven by a square integrable martingale, which may have jumps. The multivalued term is the exterior normal cone operator of a bounded uniformly convex planar domain, and the reflection direction is generated by a time-dependent non-symmetric rotation field. The non-symmetry creates a first-order tangential boundary term that destroys the standard monotonicity and quadratic contraction estimates, used in the symmetric oblique-reflection theory. We overcome this obstruction by constructing an explicit symmetric two-point kernel with state dependent coefficients, whose boundary derivative cancels the leading tangential contribution. A weighted martingale-exponential estimate then controls the second order defect and the jump terms. Under suitable geometric and quantitative compatibility constraints, we obtain the unique strong càdlàg solution. We also formulate associated control problems for the rotation angle and prove existence of an optimal control in a compact class of bounded-rate angle paths.

math.PR↗