Chol-Kyu Pak

Available identifiers

Publication	Date of Publication	Type
A stochastic Gronwall inequality in random time horizon and its application to BSDE	2022-01-20	Paper
A framework of BSDEs with stochastic Lipschitz coefficients	2020-12-15	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
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
Backward stochastic differential equations with stopping time as time horizon	2013-08-29	Paper

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