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Author

Peng Luo

Observed names: Luo Peng, Luo, Peng
Observed institutions: Natural Sciences and Engineering Research Council of Canada, University of Vienna, University of Waterloo, Shandong University, Shanghai Jiao Tong University, University of Konstanz, ETH Zurich
ORCID: 0000-0001-9137-1875
Observed ORCID: 0000-0001-9137-1875
OpenAlex ID: A5071760587
Stochastic differential equations driven by G -Brownian motion and ordinary differential equations
2014 · Peng Luo, Falei Wang · Stochastic Processes and their Applications · 27
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Multidimensional quadratic BSDEs with separated generators
2017 · Asgar Jamneshan, Michael Kupper, et al. · Electronic Communications in Probability · 26
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Multidimensional Markovian FBSDEs with super-quadratic growth
2018 · Michael Kupper, Peng Luo, et al. · Stochastic Processes and their Applications · 21
Quadratic BSDEs with mean reflection
2018 · Hélène Hibon, Ying Hu, et al. · Mathematical Control and Related Fields · 20
Solvability of coupled FBSDEs with diagonally quadratic generators
2016 · Peng Luo, Ludovic Tangpi · Stochastics and Dynamics · 17
A type of globally solvable BSDEs with triangularly quadratic generators
2020 · Peng Luo · Electronic Journal of Probability · 13
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Viability for Stochastic Differential Equations Driven by G-Brownian Motion
2017 · Peng Luo, Falei Wang · Journal of Theoretical Probability · 13
An FBSDE approach to market impact games with stochastic parameters
2021 · Samuel Drapeau, Peng Luo, et al. · Probability Uncertainty and Quantitative Risk · 11
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Maximum Principle for Mean-Field SDEs Under Model Uncertainty
2023 · Wei He, Peng Luo, et al. · Applied Mathematics & Optimization · 8
On the comparison theorem for multi-dimensional G -SDEs
2014 · Peng Luo, Falei Wang · Statistics & Probability Letters · 7
Strong solutions of forward–backward stochastic differential equations with measurable coefficients
2021 · Peng Luo, Olivier Menoukeu-Pamen, et al. · Stochastic Processes and their Applications · 6
Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion
2017 · Wei Wei, Miao Zhang, et al. · Applicable Analysis · 6
Comparison theorem for diagonally quadratic BSDEs
2020 · Peng Luo · Discrete and Continuous Dynamical Systems · 5
Solvability of coupled FBSDEs with quadratic and superquadratic growth
2015 · Peng Luo, Ludovic Tangpi · arXiv (Cornell University) · 4
Essays on Multidimensional BSDEs and FBSDEs
2015 · Peng Luo · KOPS (University of Konstanz) · 4
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On Monotonicity and Order-Preservation for MultidimensionalG-Diffusion Processes
2014 · Peng Luo, Guangyan Jia · Stochastic Analysis and Applications · 4
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
2013 · Luo, Peng, Wang, Falei · arXiv (Cornell University) · 4
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Linear-quadratic extended mean field games with common noises
2024 · Tianjiao Hua, Peng Luo · Journal of Differential Equations · 3
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Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators
2022 · Yuyang Chen, Peng Luo · Journal of Mathematical Analysis and Applications · 3
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Reflected BSDEs with time-delayed generators and nonlinear resistance
2020 · Peng Luo · Statistics & Probability Letters · 3
BSDEs on Finite and Infinite Horizon with Time-Delayed Generators
2018 · Peng Luo, Ludovic Tangpi · Communications on Stochastic Analysis · 3
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Solvability of multidimensional quadratic BSDEs
2016 · Jamneshan, Asgar, Kupper, Michael, et al. · arXiv (Cornell University) · 3
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Utility maximization under g* -expectation
2016 · Yongxu Jiang, Peng Luo, et al. · Stochastic Analysis and Applications · 3
Multidimensional Markov FBSDEs with superquadratic growth
2015 · Kupper, Michael, Luo, Peng, et al. · arXiv (Cornell University) · 3
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Characterization of fully coupled FBSDE in terms of portfolio optimization
2020 · Samuel Drapeau, Peng Luo, et al. · Electronic Journal of Probability · 2
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Works count: 50
Citation count: 225
H-index: 8
I10-index: 8
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