Chol-Kyu Pak
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Person:2069304
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 |
| 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 |
Research outcomes over time
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