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math.PR2021
Coupled FBSDEs with Measurable Coefficients and its Application to Parabolic PDEs
Kihun Nam, Yunxi Xu
Using purely probabilistic methods, we prove the existence and the uniqueness of solutions fora system of coupled forward-backward stochastic differential equations (FBSDEs) with m…
math.PR2018
Variations of dynamic random networks: localization approach
Kihun Nam
We study the variation of exchangeable graph-valued process and its graph limit. We used a constructive method using localization technique. Our method provides a specifi…