Aurel Răşcanu

Differential equations driven by fractional Brownian motion

David Nualart, Aurel Răşcanu · Dipòsit Digital de la Universitat de Barcelona (Universitat de Barcelona) · 2002 · 433 citations · Full text

Approximation of the Zakaï Equation by the Splitting up Method

Alain Bensoussan, Roland Glowinski, Aurel Răşcanu · SIAM Journal on Control and Optimization · 1990 · 100 citations

Numerical Analysis, Spectral Theory, Zakaï Equation +13

Backward stochastic differential equations with subdifferential operator and related variational inequalities

Étienne Pardoux, Aurel Răşcanu · Stochastic Processes and their Applications · 1998 · 84 citations

Variational Analysis, Stochastic Calculus, Stochastic Dynamical System +5

Approximation of some stochastic differential equations by the splitting up method

Alain Bensoussan, Roland Glowinski, Aurel Răşcanu · Applied Mathematics & Optimization · 1992 · 80 citations

Numerical Analysis, Engineering, Stochastic Calculus +6

Viability property for a backward stochastic differential equation and applications to partial differential equations

Rainer Buckdahn, Marc Quincampoix, Aurel Răşcanu · Probability Theory and Related Fields · 2000 · 72 citations · Full text

Engineering, Viability Property, Stochastic System +6