Peng Luo

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
BSDEs on finite and infinite horizon with time-delayed generators
Communications on Stochastic Analysis
2025-09-25Paper
The perturbation method applied to a robust optimization problem with constraint
Mathematics and Financial Economics
2024-08-28Paper
Laplace principle for large population games with control interaction
Stochastic Processes and their Applications
2024-03-27Paper
An FBSDE approach to market impact games with stochastic parameters
Probability, Uncertainty and Quantitative Risk
2022-06-03Paper
Strong solutions of forward-backward stochastic differential equations with measurable coefficients
Stochastic Processes and their Applications
2022-01-17Paper
Reflected BSDEs with time-delayed generators and nonlinear resistance
Statistics & Probability Letters
2020-10-12Paper
A type of globally solvable BSDEs with triangularly quadratic generators
Electronic Journal of Probability
2020-09-29Paper
A type of globally solvable BSDEs with triangularly quadratic generators
Electronic Journal of Probability
2020-09-29Paper
Characterization of fully coupled FBSDE in terms of portfolio optimization
Electronic Journal of Probability
2020-05-29Paper
Characterization of fully coupled FBSDE in terms of portfolio optimization
Electronic Journal of Probability
2020-05-29Paper
Robust capped L1-norm twin support vector machine
Neural Networks
2020-05-27Paper
Novel criteria to exclude the surrogate paradox and their optimalities
Scandinavian Journal of Statistics
2020-05-07Paper
Criteria for multiple surrogates
STATISTICA SINICA
2019-08-01Paper
Equilibrium strategies for alpha-maxmin expected utility maximization
SIAM Journal on Financial Mathematics
2019-07-26Paper
Quadratic BSDEs with mean reflection
Mathematical Control and Related Fields
2019-07-03Paper
Multidimensional Markovian FBSDEs with super-quadratic growth
Stochastic Processes and their Applications
2019-03-06Paper
Viability for stochastic differential equations driven by \(G\)-Brownian motion
Journal of Theoretical Probability
2019-02-13Paper
A new similarity measure of interval-valued intuitionistic fuzzy sets considering its hesitancy degree and applications in expert systems
Mathematical Problems in Engineering
2019-02-08Paper
Information loss method to measure node similarity in networks
Physica A
2018-09-20Paper
Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
Applicable Analysis
2018-09-17Paper
Causal mediation analysis for survival outcome with unobserved mediator-outcome confounders
Computational Statistics and Data Analysis
2018-08-15Paper
A utility-based link prediction method in social networks
European Journal of Operational Research
2018-05-29Paper
scientific article; zbMATH DE number 6831439 (Why is no real title available?)2018-01-29Paper
Multidimensional quadratic BSDEs with separated generators
Electronic Communications in Probability
2017-10-25Paper
Multidimensional quadratic BSDEs with separated generators
Electronic Communications in Probability
2017-10-25Paper
Solvability of coupled FBSDEs with diagonally quadratic generators
Stochastics and Dynamics
2017-09-29Paper
Graph state-based quantum secret sharing with the Chinese remainder theorem
International Journal of Theoretical Physics
2017-03-24Paper
Solvability of multidimensional quadratic BSDEs2016-11-15Paper
Utility maximization under \(g^\ast\)-expectation
Stochastic Analysis and Applications
2016-08-08Paper
Exploring the characteristics of innovation adoption in social networks: structure, homophily, and strategy
Entropy
2016-05-10Paper
Reflected stochastic differential equations driven by G-Brownian motion with nonlinear resistance
Frontiers of Mathematics in China
2016-03-09Paper
BSDEs on finite and infinite horizon with time-delayed generators2015-09-07Paper
On the comparison theorem for multi-dimensional \(G\)-SDEs
Statistics & Probability Letters
2015-04-01Paper
On monotonicity and order-preservation for multidimensional \(G\)-diffusion processes
Stochastic Analysis and Applications
2015-03-23Paper
Stochastic differential equations driven by G-Brownian motion and ordinary differential equations
Stochastic Processes and their Applications
2014-09-04Paper
A note on characterizations of G-normal distribution2014-02-19Paper
Identifiability of intermediate variables on causal paths
Frontiers of Mathematics in China
2013-10-14Paper
The perturbation method applied to a robust optimization problem with constraint
(available as arXiv preprint)
N/APaper


Research outcomes over time


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