Publications

• Y. Chen and P. Luo. Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators. Journal of Mathematical Analysis and Applications, 522 (2023), no. 1, Paper No. 126948, 15 pp.

• P. Luo, O. Menoukeu-Pamen and L. Tangpi. Strong solutions of forward–backward stochastic differential equations with measurable coefficients. Stochastic Processes and their Applications, 144 (2022), 1–22.

• S. Drapeau, P. Luo, A. Schied and D. Xiong. An FBSDE approach to market impact games with stochastic parameters. Probability, Uncertainty and Quantitative Risk, 6 (2021), no. 3, 237–260.

• P. Luo. Comparison theorem for diagonally quadratic BSDEs. Discrete& Continuous Dynamical Systems - Series A, 2021, 41 (6) : 2543-2557.

• P. Luo. A type of globally solvable BSDEs with triangularly quadratic generators. Electronic Journal of Probability, 25(2020), paper no. 112, 23 pp.

• P. Luo. Reflected BSDEs with time-delayed generators and nonlinear resistance. Statistics and Probability Letters, 163(2020). 108765, 8 pp.

• S. Drapeau, P. Luo and D. Xiong. Characterization of fully coupled FBSDE in terms of portfolio optimization. Electronic Journal of Probability, 25(2020), paper no. 24, 26 pp.

• B. Li, P. Luo and D. Xiong. Equilibrium strategies for the Alpha-Maxmin expected utility maximization. SIAM Journal on Financial Mathematics, 10(2): 394-429, 2019.

• M. Kupper, P. Luo and L. Tangpi. Multidimensional Markovian FBSDEs with superquadratic growth. Stochastic Processes and their Applications, 129(3): 902-923, 2019.

• P. Luo and F. Wang. Viability for stochastic differential equations driven by GBrownian motion. Journal of Theoretical Probability, 32(1): 395-416, 2019.

• H. Hibon, Y. Hu, Y. Lin, P. Luo and F. Wang. Quadratic BSDEs with mean reflection. Mathematical Control & Related Fields, 8 (3&4): 721-738, 2018.

• P. Luo and L. Tangpi. BSDEs on finite and infinite horizon with time-delayed generators. Communications on Stochastic Analysis, 12(1): 59-72, 2018.

• W. Wei, M. Zhang and P. Luo. Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion. Applicable Analysis, 97(12): 2025-2036, 2018.

• A. Jamneshan, M. Kupper and P. Luo. Multidimensional quadratic BSDEs with separated generators. Electron. Commun. Probab., 22(58): 1-10, 2017.

• P. Luo and L. Tangpi. Solvability of diagonally quadratic FBSDEs. Stochastics and Dynamics, 17(6): 1750043, 2017.

• Y. Jiang, P. Luo, L. Wang and D. Xiong. Utility maximization under g∗-expectation. Stochastic Analysis and Applications, 34(4): 644-661, 2016.

• P. Luo. Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance. Frontiers of Mathematics in China, 11(1): 123-140, 2016.

• P. Luo and F. Wang. On the comparison theorem for multidimensional G-SDEs. Statistics and Probability Letters, 96: 38-44, 2015.

• P. Luo and G. Jia. On monotonicity and order-preservation for multidimensional G-diffusion processes. Stochastic Analysis and Applications, 33(1): 67-90, 2015.

• P. Luo and F.Wang. Stochastic differential equations driven by G-Brownian motion and ordinary differential equations. Stochastic Processes and Their Applications, 124: 3869-3885, 2014.