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Ildoo Kim

Korea University · 数学

研究室紹介

Professor Ildoo Kim's research lab specializes in stochastic analysis, particularly the theory of stochastic partial differential equations (SPDEs) involving fractional derivatives and non-Markovian processes. The lab focuses on developing $L_p$- and $L_q(L_p)$-theories for both linear and quasi-linear SPDEs with irregular coefficients, including those with time-dependent and discontinuous leading coefficients. A central theme is the extension of classical harmonic analysis tools—such as the Calderón-Zygmund theorem and Marcinkiewicz interpolation—to stochastic and fractional settings, often through stochastic counterparts of the Hörmander condition. The lab also investigates the regularity and well-posedness of solutions in various function spaces, including Lipschitz and Sobolev-type spaces.

stochastic PDEsfractional derivativesHörmander conditionL_p-theoryCalderón-Zygmund

Research Overview

Papers
38
Total Citations
361
Papers (5y)
11
Primary Field
数学

Research Output Trend

Figures are computed from collected data and may differ slightly.

Publications per year (5y)
11total
2019
2020
2023
2024
2025
Citations per year (5y)
39total
20192020202320242025

Selected Papers

15
1
Article|88 citations·2016
An L(L)-theory for the time fractional evolution equations with variable coefficients
Ildoo Kim, Kyeong-Hun Kim, Sungbin Lim
SJR Q1Advances in Mathematics
Modeling and SimulationMathematics
2
Article|43 citations·2013
Parabolic Littlewood–Paley inequality forϕ(−Δ)-type operators and applications to stochastic integro-differential equations
Ildoo Kim, Kyeong-Hun Kim, Panki Kim
SJR Q1Advances in Mathematics
Applied MathematicsMathematics
3
Article|24 citations·2011
A generalization of the Littlewood–Paley inequality for the fractional Laplacian (−Δ)α/2
Ildoo Kim, Kyeong-Hun Kim
SJR Q1Journal of Mathematical Analysis and Applications
Applied MathematicsMathematics
4
Article|22 citations·2019
A Sobolev space theory for stochastic partial differential equations with time-fractional derivatives
Ildoo Kim, Kyeong-hun Kim, Sungbin Lim
SJR Q1The Annals of ProbabilityOA

In this article, we present an $L_{p}$-theory ($p\geq 2$) for the semi-linear stochastic partial differential equations (SPDEs) of type \begin{equation*}\partial^{\alpha }_{t}u=L(\omega ,t,x)u+f(u)+\partial^{\beta }_{t}\sum_{k=1}^{\infty }\int^{t}_{0}(\Lambda^{k}(\omega,t,x)u+g^{k}(u))\,dw^{k}_{t},\end{equation*} where $\alpha \in (0,2)$, $\beta <\alpha +\frac{1}{2}$ and $\partial^{\alpha }_{t}$ and $\partial^{\beta }_{t}$ denote the Caputo derivatives of order $\alpha $ and $\beta $, respective

Modeling and SimulationMathematics
5
Article|20 citations·2015
Parabolic BMO estimates for pseudo-differential operators of arbitrary order
Ildoo Kim, Kyeong-Hun Kim, Sungbin Lim
SJR Q1Journal of Mathematical Analysis and ApplicationsOA
Computational Theory and MathematicsComputer Science
6
Article|17 citations·2017
An 𝐿_𝑝-theory for diffusion equations related to stochastic processes with non-stationary independent increment
Ildoo Kim, Kyeong-Hun Kim, Panki Kim
SJR Q1Transactions of the American Mathematical SocietyOA

Let <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X equals left-parenthesis upper X Subscript t Baseline right-parenthesis Subscript t greater-than-or-equal-to 0"> <mml:semantics> <mml:mrow> <mml:mi>X</mml:mi> <mml:mo>=</mml:mo> <mml:mo stretchy="false">(</mml:mo> <mml:msub> <mml:mi>X</mml:mi> <mml:mi>t</mml:mi> </mml:msub> <mml:msub> <mml:mo stretchy="false">)</mml:mo> <mml:mrow class="MJX-TeXAtom-ORD"> <mml:mi>t</mml:mi> <mm

Computational Theory and MathematicsComputer Science
7
Article|14 citations·2016
An Lp-theory for stochastic partial differential equations driven by Lévy processes with pseudo-differential operators of arbitrary order
Ildoo Kim, Kyeong-Hun Kim
SJR Q1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
8
Article|14 citations·2016
An L q (L p )-Theory for Parabolic Pseudo-Differential Equations: Calderón-Zygmund Approach
Ildoo Kim, Sungbin Lim, Kyeong-Hun Kim
SJR Q1Potential Analysis
Computational Theory and MathematicsComputer Science
9
Article|14 citations·2015
An Lp-theory for a class of non-local elliptic equations related to nonsymmetric measurable kernels
Ildoo Kim, Kyeong-Hun Kim
SJR Q1Journal of Mathematical Analysis and Applications
Applied MathematicsMathematics
10
Article|13 citations·2015
A Hölder Regularity Theory for a Class of Non-Local Elliptic Equations Related to Subordinate Brownian Motions
Ildoo Kim, Kyeong-Hun Kim
SJR Q1Potential Analysis
Applied MathematicsMathematics
11
Article|12 citations·2013
A weightedLp-theory for divergence type parabolic PDEs with BMO coefficients onC1-domains
Ildoo Kim, Kyeong-Hun Kim, Kijung Lee
SJR Q1Journal of Mathematical Analysis and Applications
Computational Theory and MathematicsComputer Science
12
Article|10 citations·2017
A regularity theory for quasi-linear Stochastic PDEs in weighted Sobolev spaces
Ildoo Kim, Kyeong-Hun Kim
SJR Q1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
13
Article|10 citations·2015
Parabolic Littlewood–Paley inequality for a class of time-dependent pseudo-differential operators of arbitrary order, and applications to high-order stochastic PDE
Ildoo Kim, Kyeong-Hun Kim, Sungbin Lim
SJR Q1Journal of Mathematical Analysis and Applications
Applied MathematicsMathematics
14
Preprint|9 citations·2015
An L_q(L_p) -theory for the time fractional evolution equations with variable coefficients
Ildoo Kim, Kyeong-Hun Kim, Sungbin Lim
arXiv (Cornell University)OA

We introduce an $L_q(L_p)$-theory for the quasi-linear fractional equations of the type $$ \partial^α_t u(t,x)=a^{ij}(t,x)u_{x^i x^j}(t,x)+f(t,x,u), \quad t&gt;0, \,x\in \mathbf{R}^d. $$ Here, $α\in (0,2)$, $p,q&gt;1$, and $\partial^α_t$ is the Caupto fractional derivative of order $α$. Uniqueness, existence, and $L_q(L_p)$-estimates of solutions are obtained. The leading coefficients $a^{ij}(t,x)$ are assumed to be piecewise continuous in $t$ and uniformly continuous in $x$. In particular $a^{i

Modeling and SimulationMathematics
15
Article|8 citations·2023
A weighted L_p -regularity theory for parabolic partial differential equations with time-measurable pseudo-differential operators
Jae-Hwan Choi, Ildoo Kim
SJR Q2Journal of Pseudo-Differential Operators and Applications
Mathematical PhysicsMathematics

Research Areas

Applied MathematicsFinanceComputational Theory and MathematicsModeling and SimulationMathematical Physics

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