Follow
Peng Luo
Title
Cited by
Cited by
Year
Multidimensional Markovian FBSDEs with super-quadratic growth
M Kupper, P Luo, L Tangpi
Stochastic Processes and their Applications 129 (3), 902-923, 2019
34*2019
Multidimensional quadratic BSDEs with separated generators
A Jamneshan, M Kupper, P Luo
342017
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
P Luo, F Wang
Stochastic Processes and their applications 124 (11), 3869-3885, 2014
342014
Solvability of coupled FBSDEs with diagonally quadratic generators
P Luo, L Tangpi
Stochastics and Dynamics 17 (06), 1750043, 2017
252017
Quadratic BSDEs with mean reflection
H Hibon, Y Hu, Y Lin, P Luo, F Wang
arXiv preprint arXiv:1705.09852, 2017
172017
A type of globally solvable BSDEs with triangularly quadratic generators
P Luo
142020
Equilibrium strategies for alpha-maxmin expected utility maximization
B Li, P Luo, D Xiong
SIAM Journal on Financial Mathematics 10 (2), 394-429, 2019
142019
On the comparison theorem for multi-dimensional G-SDEs
P Luo, F Wang
Statistics & Probability Letters 96, 38-44, 2015
142015
Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
W Wei, M Zhang, P Luo
Applicable Analysis 97 (12), 2025-2036, 2018
82018
Strong solutions of forward–backward stochastic differential equations with measurable coefficients
P Luo, O Menoukeu-Pamen, L Tangpi
Stochastic Processes and their Applications 144, 1-22, 2022
72022
An FBSDE approach to market impact games with stochastic parameters
S Drapeau, P Luo, A Schied, D Xiong
arXiv preprint arXiv:2001.00622, 2019
72019
Viability for Stochastic Differential Equations Driven by G-Brownian Motion
P Luo, F Wang
Journal of Theoretical Probability 32, 395-416, 2019
72019
BSDEs on finite and infinite horizon with time-delayed generators
P Luo, L Tangpi
arXiv preprint arXiv:1509.01991, 2015
72015
Comparison theorem for diagonally quadratic BSDEs.
P Luo
Discrete & Continuous Dynamical Systems: Series A 41 (6), 2021
62021
Laplace principle for large population games with control interaction
P Luo, L Tangpi
Stochastic Processes and their Applications, 104314, 2024
52024
Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
Y Chen, P Luo
Journal of Mathematical Analysis and Applications 522 (1), 126948, 2023
52023
Utility maximization under g*-expectation
Y Jiang, P Luo, L Wang, D Xiong
Stochastic analysis and applications 34 (4), 644-661, 2016
42016
A note on characterizations of G-normal distribution
P Luo, G Jia
arXiv preprint arXiv:1402.4631, 2014
42014
A unified approach to global solvability for FBSDEs with diagonal generators
T Hua, P Luo
arXiv preprint arXiv:2211.00913, 2022
32022
On monotonicity and order-preservation for multidimensional G-diffusion processes
P Luo, G Jia
Stochastic Analysis and Applications 33 (1), 67-90, 2015
32015
The system can't perform the operation now. Try again later.
Articles 1–20