Chol-Kyu Pak

MaRDI QIDQ2069304zbMATH 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
A stochastic Gronwall inequality in random time horizon and its application to BSDE Journal of Inequalities and Applications	2022-01-20	Paper
A framework of BSDEs with stochastic Lipschitz coefficients ESAIM: Probability and Statistics	2020-12-15	Paper
An efficient third-order scheme for BSDEs based on nonequidistant difference scheme Numerical Algorithms	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
A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration (available as arXiv preprint)	2019-01-01	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
A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change (available as arXiv preprint)	2018-01-01	Paper
Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations (available as arXiv preprint)	2018-01-01	Paper
A generalized scheme for BSDEs based on derivative approximation and its error estimates (available as arXiv preprint)	2018-01-01	Paper
Backward stochastic differential equations with stopping time as time horizon	2013-08-29	Paper
Backward stochastic differential equations with stopping time as time horizon (available as arXiv preprint)	2013-01-01	Paper

Research outcomes over time

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