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Personal profile

External positions

Triennial Assistant Professor, Rutgers, The State University of New Jersey

1 Sep 201430 Jun 2017

Keywords

  • Stochastic Processes
  • stochastic control
  • Partial Differential Equations
  • probability
  • Game Theory

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Research Output 2014 2017

Bse'S, Bsde'S and fixed-point problems

Cheridito, P. & Nam, K., 1 Nov 2017, In : Annals of Probability. 45, 6A, p. 3795-3828 34 p.

Research output: Contribution to journalArticleResearchpeer-review

Multidimensional quadratic and subquadratic BSDEs with special structure

Cheridito, P. & Nam, K., 3 Sep 2015, In : Stochastics: An International Journal of Probability and Stochastic Processes. 87, 5, p. 871-884 14 p.

Research output: Contribution to journalArticleResearchpeer-review

BSDEs with terminal conditions that have bounded Malliavin derivative

Cheridito, P. & Nam, K., 1 Feb 2014, In : Journal of Functional Analysis. 266, 3, p. 1257-1285 29 p.

Research output: Contribution to journalArticleResearchpeer-review

Open Access
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Prizes

Academic Initiative Program Award

Kihun Nam (Recipient), 2015

Prize: Prize (including medals and awards)

Academic Initiative Program Awards

Kihun Nam (Recipient), 2016

Prize: Prize (including medals and awards)

Samsung Scholarship for PhD

Kihun Nam (Recipient), 2009

Prize: Competitive Fellowships