Numerical Schemes for Multivalued Backward Stochastic Differential   Systems
  We define some approximation schemes for different kinds of generalized backward stochastic differential systems, considered in the Markovian framework. We propose a mixed approximation scheme for a decoupled system of forward reflected SDE and backward stochastic variational inequality. We use an Euler scheme type, combined with Yosida approximation techniques. 
Lucian Maticiuc, Eduard Rotenstein
math.PR