M. C. Kim

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Person:1710039

Available identifiers

zbMath Open kim.mun-cholMaRDI QIDQ1710039

List of research outcomes





PublicationDate of PublicationType
Representation of solutions to quadratic 2BSDEs with unbounded terminal values2024-08-19Paper
Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value2024-04-15Paper
Wellposedness of second order reflected BSDEs: A new formulation2024-02-20Paper
Dynamic programming approach to reflected backward stochastic differential equations2024-01-17Paper
Optimal stopping under g-Expectation with -integrable reward process2023-03-09Paper
Pathwise superhedging under proportional transaction costs2022-09-23Paper
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators2022-06-01Paper
On the solvability and approximate solution of a one-dimensional singular problem for a \(p\)-Laplacian fractional differential equation2022-05-31Paper
Stochastic Bihari inequality and applications to BSDE2022-04-11Paper
A stochastic Gronwall inequality in random time horizon and its application to BSDE2022-01-20Paper
A general comparison theorem for reflected BSDEs2021-11-12Paper
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 approach2021-11-04Paper
A framework of BSDEs with stochastic Lipschitz coefficients2020-12-15Paper
Representation of solutions to 2BSDEs in an extended monotonicity setting2020-10-28Paper
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme2020-09-22Paper
A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration2019-05-03Paper
Uniqueness, Comparison and Stability for Scalar BSDEs with {Lexp(\mu sqrt(2log(1+L)))}-integrable terminal values and monotonic generators2019-03-23Paper
Analytical solutions to multi-term time-space Caputo-Riesz fractional diffusion equations on an infinite domain2019-01-15Paper
Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations2018-08-06Paper
A generalized scheme for BSDEs based on derivative approximation and its error estimates2018-08-06Paper
A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change2018-08-05Paper
Higher order binary options and multiple-expiry exotics2017-09-22Paper
https://portal.mardi4nfdi.de/entity/Q53553662017-09-07Paper
Existence of smooth solutions of multi-term Caputo-type fractional differential equations2017-05-05Paper
Backward stochastic differential equations with stopping time as time horizon2013-08-29Paper
The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet2013-03-20Paper
Torque of an almost circular cylinder rotating in a very viscous fluid.2001-01-01Paper

Research outcomes over time

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