The following pages link to Jai Heui Kim (Q579761):
Displayed 26 items.
- Stochastic calculus related to non-symmetric Dirichlet forms (Q579762) (← links)
- On a decomposition of solutions of stochastic differential equations (Q787584) (← links)
- Stochastic integrals of set-valued processes and fuzzy processes (Q1304696) (← links)
- Item:Q579761 (redirect page) (← links)
- Large deviation estimate of transition densities for jump processes (Q1359050) (← links)
- Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients (Q1899270) (← links)
- On existence of local solutions for differential equations on Wiener space (Q1970350) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Diagonal estimates of transition probability densities of certain degenerate diffusion processes (Q2641011) (← links)
- A CONVERGENCE OF OPTIMAL INVESTMENT STRATEGIES FOR THE HARA UTILITY FUNCTIONS (Q2799673) (← links)
- (Q3202409) (← links)
- (Q3203778) (← links)
- On representations of solutions of 1–dimensional stochastic differential equations with reflecting boundary conditions (Q3759633) (← links)
- Monotone iterative technique for 1–dimensional stochastic differential equations (Q3791997) (← links)
- (Q3799444) (← links)
- Monotone iterative technique for 1-dimensional Itô-volterra integral equations<sup>†</sup> (Q3985883) (← links)
- (Q4383939) (← links)
- (Q4399492) (← links)
- On oblique reflecting switched diffusion processes (Q4495500) (← links)
- (Q4544407) (← links)
- (Q4582863) (← links)
- PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL (Q4593282) (← links)
- ON FUZZY STOCHASTIC DIFFERENTIAL EQUATIONS (Q4662689) (← links)
- On Set-Valued Stochastic Integrals (Q4799714) (← links)
- (Q4916680) (← links)
- On nonlinear stochastic evolution equations<sup>∗</sup> (Q5687774) (← links)