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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 2015 2017

BSE'S BSDE'S AND FIXED-POINT PROBLEMS

Cheridito, P. & Nam, K., 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