Hun O

MaRDI QIDQ2069303zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Wellposedness of second order reflected BSDEs: A new formulation ESAIM: Probability and Statistics	2024-02-20	Paper
Optimal stopping under g-Expectation with -integrable reward process Journal of Applied Probability	2023-03-09	Paper
Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators Statistics & Probability Letters	2022-06-01	Paper
Stochastic Bihari inequality and applications to BSDE Journal of Mathematical Analysis and Applications	2022-04-11	Paper
A stochastic Gronwall inequality in random time horizon and its application to BSDE Journal of Inequalities and Applications	2022-01-20	Paper
A general comparison theorem for reflected BSDEs Statistics & Probability Letters	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 Comptes Rendus. Mathématique. Académie des Sciences, Paris	2021-11-04	Paper
A framework of BSDEs with stochastic Lipschitz coefficients ESAIM: Probability and Statistics	2020-12-15	Paper
Representation of solutions to 2BSDEs in an extended monotonicity setting Bulletin des Sciences Mathématiques	2020-10-28	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
A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change	2018-08-05	Paper

Research outcomes over time

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