{
  "abstract": "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).",
  "abstract_shown": true,
  "affiliations": [],
  "article_type": null,
  "arxiv": "2609.06045",
  "author_total": 3,
  "authors": [
    {
      "name": "Andreea Negruţ"
    },
    {
      "name": "Aurel Răşcanu"
    },
    {
      "name": "Eduard Rotenstein"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/99gggv7w9cd0x.bib",
  "cited_by": 0,
  "doi": "10.48550/arxiv.2609.06045",
  "fulltext_url": null,
  "id": "99gggv7w9cd0x",
  "issns": [],
  "landing_url": "https://arxiv.org/abs/2609.06045",
  "language": null,
  "licence": "CC-BY-NC-ND-4.0",
  "licence_label": "CC BY-NC-ND 4.0",
  "licence_source": "article",
  "licence_url": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
  "metadata_licence": "CC0-1.0",
  "native_subjects": [
    [
      "arxiv",
      "math.DS"
    ],
    [
      "arxiv",
      "math.PR"
    ],
    [
      "openalex",
      "2003|Stochastic processes and financial applications"
    ]
  ],
  "openalex": "W7212072874",
  "pdf_url": "https://arxiv.org/pdf/2609.06045",
  "pmcid": null,
  "pmid": null,
  "published": "2026-09-05",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/99gggv7w9cd0x.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:19:58Z",
      "native_id": "2609.06045",
      "source": "arxiv",
      "url": "https://arxiv.org/abs/2609.06045"
    }
  ],
  "subjects": [
    {
      "field": "mathematics",
      "origin": "arxiv:math.DS",
      "subfield": "dynamical-systems"
    },
    {
      "field": "mathematics",
      "origin": "arxiv:math.PR",
      "subfield": "probability"
    }
  ],
  "title": "Càdlàg Solutions to Backward Stochastic Dynamics featuring Oblique Subgradients and driven by Martingale Noise",
  "title_text": "Càdlàg Solutions to Backward Stochastic Dynamics featuring Oblique Subgradients and driven by Martingale Noise",
  "type": "preprint",
  "updated_at": "2026-10-30T12:19:58Z",
  "url": "https://research.draconitic.com/paper/99gggv7w9cd0x",
  "venue": "arXiv",
  "versions": []
}