M. C. Kim

Available identifiers

zbMath Open kim.mun-cholMaRDI QIDQ1710039

List of research outcomes

Publication	Date of Publication	Type
Representation of solutions to quadratic 2BSDEs with unbounded terminal values	2024-08-19	Paper
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value	2024-04-15	Paper
Wellposedness of second order reflected BSDEs: A new formulation	2024-02-20	Paper
Dynamic programming approach to reflected backward stochastic differential equations	2024-01-17	Paper
Optimal stopping under g-Expectation with -integrable reward process	2023-03-09	Paper
Pathwise superhedging under proportional transaction costs	2022-09-23	Paper
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators	2022-06-01	Paper
On the solvability and approximate solution of a one-dimensional singular problem for a \(p\)-Laplacian fractional differential equation	2022-05-31	Paper
Stochastic Bihari inequality and applications to BSDE	2022-04-11	Paper
A stochastic Gronwall inequality in random time horizon and its application to BSDE	2022-01-20	Paper
A general comparison theorem for reflected BSDEs	2021-11-12	Paper
Uniqueness of solution to scalar BSDEs with \(L\exp\left(\mu_0\sqrt{2\log(1+L)}\right)\)-integrable terminal values: an \(L^1\)-solution approach	2021-11-04	Paper
A framework of BSDEs with stochastic Lipschitz coefficients	2020-12-15	Paper
Representation of solutions to 2BSDEs in an extended monotonicity setting	2020-10-28	Paper
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme	2020-09-22	Paper
A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration	2019-05-03	Paper
Uniqueness, Comparison and Stability for Scalar BSDEs with {Lexp(\mu sqrt(2log(1+L)))}-integrable terminal values and monotonic generators	2019-03-23	Paper
Analytical solutions to multi-term time-space Caputo-Riesz fractional diffusion equations on an infinite domain	2019-01-15	Paper
Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations	2018-08-06	Paper
A generalized scheme for BSDEs based on derivative approximation and its error estimates	2018-08-06	Paper
A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change	2018-08-05	Paper
Higher order binary options and multiple-expiry exotics	2017-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q5355366	2017-09-07	Paper
Existence of smooth solutions of multi-term Caputo-type fractional differential equations	2017-05-05	Paper
Backward stochastic differential equations with stopping time as time horizon	2013-08-29	Paper
The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet	2013-03-20	Paper
Torque of an almost circular cylinder rotating in a very viscous fluid.	2001-01-01	Paper

Research outcomes over time

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