1. CH. Rhee, J. Ryu, and I. Seo. Exit time analysis for Kesten’s stochastic recurrence equations. Probability Theory and Related Fields (2026). DOI

  2. J. Ryu, SC. Hong, and S. Ahn. Finding an NARE whose minimal nonnegative solution represents first passage quantities in the two-dimensional Brownian motion. Journal of the Korean Statistical Society 53(3):637–665 (2024). DOI

Ongoing work

  • The convergence rate of Counterfactual Regret Minimization+ (CFR+) algorithm (with Insuk Seo and Taeyoung Noh).