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Author

Hun O

Observed names: Hun, O, O Hun, O, Hun
Observed institution: Kim Il-sung University
ORCID: 0009-0004-5252-6933
Observed ORCID: 0009-0004-5252-6933
OpenAlex ID: A5027765131
A stochastic Gronwall inequality in random time horizon and its application to BSDE
2020 · Hun O, Mun-Chol Kim, et al. · Journal of Inequalities and Applications · 8
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Local existence and uniqueness of solutions to quadratic BSDEs with weak monotonicity and general growth generators
2022 · Kon-Gun Kim, Mun-Chol Kim, et al. · Statistics & Probability Letters · 4
Representation of solutions to 2BSDEs in an extended monotonicity setting
2020 · Hun O, Mun-Chol Kim, et al. · Bulletin des Sciences Mathématiques · 4
Uniqueness of solution to scalar BSDEs with L exp μ 0 2 log ( 1 + L ) -integrable terminal values: an L 1 -solution approach
2021 · Hun O, Mun-Chol Kim, et al. · Comptes Rendus Mathématique · 3
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A framework of BSDEs with stochastic Lipschitz coefficients
2020 · Hun O, Mun-Chol Kim, et al. · ESAIM Probability and Statistics · 3
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Wellposedness of second order reflected BSDEs: A new formulation
2023 · Hun O, Mun-Chol Kim, et al. · ESAIM Probability and Statistics · 2
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Stochastic Bihari inequality and applications to BSDE
2022 · Hun O, Mun-Chol Kim, et al. · Journal of Mathematical Analysis and Applications · 2
Dynamic programming approach to reflected backward stochastic differential equations
2023 · Hun O, Mun-Chol Kim, et al. · Electronic Journal of Probability · 1
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Wellposedness of reflected G-BSDEs
2026 · Kon-Gun Kim, Hun O, et al. · Electronic Journal of Probability
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Reflected BSEs, reflected BSDEs and fixed-point problems
2025 · Hun O, Mun-Chol Kim · Annales de l Institut Henri Poincaré Probabilités et Statistiques
Mean-field BSDEs with weak monotonicity and general growth generators
2025 · Ri Kyong-Il, Kim Mun-Chol, et al. · Stochastics and Dynamics
Optimal stopping under g-Expectation with -integrable reward process
2022 · Mun-Chol Kim, Hun O, et al. · Journal of Applied Probability
A general comparison theorem for reflected BSDEs
2021 · Mun-Chol Kim, Hun O · Statistics & Probability Letters
A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration
2019 · Pak, Chol-Kyu, Kim, Mun-Chol, et al. · arXiv (Cornell University)
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Uniqueness, Comparison and Stability for Scalar BSDEs with {Lexp(μsqrt(2log(1+L)))}-integrable terminal values and monotonic generators
2019 · O, Hun, Kim, Mun-Chol, et al. · arXiv (Cornell University)
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A generalized scheme for BSDEs based on derivative approximation and its error estimates
2018 · Pak, Chol-Kyu, Kim, Mun-Chol, et al. · RePEc: Research Papers in Economics
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Works count: 16
Citation count: 27
H-index: 3
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