| Multidimensional quadratic BSDEs with separated generators A Jamneshan, M Kupper, P Luo | 39 | 2017 |
| 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 | 38 | 2014 |
| 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 |
| Quadratic BSDEs with mean reflection H Hibon, Y Hu, Y Lin, P Luo, F Wang arXiv preprint arXiv:1705.09852, 2017 | 29 | 2017 |
| Solvability of coupled FBSDEs with diagonally quadratic generators P Luo, L Tangpi Stochastics and Dynamics 17 (06), 1750043, 2017 | 26 | 2017 |
| Equilibrium strategies for alpha-maxmin expected utility maximization B Li, P Luo, D Xiong SIAM Journal on Financial Mathematics 10 (2), 394-429, 2019 | 24 | 2019 |
| A type of globally solvable BSDEs with triangularly quadratic generators P Luo | 20 | 2020 |
| On the comparison theorem for multi-dimensional G-SDEs P Luo, F Wang Statistics & Probability Letters 96, 38-44, 2015 | 14 | 2015 |
| An FBSDE approach to market impact games with stochastic parameters S Drapeau, P Luo, A Schied, D Xiong arXiv preprint arXiv:2001.00622, 2019 | 13 | 2019 |
| 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 | 9 | 2018 |
| Viability for Stochastic Differential Equations Driven by G-Brownian Motion P Luo, F Wang Journal of Theoretical Probability 32 (1), 395-416, 2019 | 8 | 2019 |
| Maximum principle for mean-field SDEs under model uncertainty W He, P Luo, F Wang Applied Mathematics & Optimization 87 (3), 59, 2023 | 7 | 2023 |
| BSDEs on finite and infinite horizon with time-delayed generators P Luo, L Tangpi arXiv preprint arXiv:1509.01991, 2015 | 7 | 2015 |
| Mean-field backward stochastic differential equations with mean reflection and nonlinear resistance P Luo Stochastics 96 (8), 2037-2061, 2024 | 6* | 2024 |
| Laplace principle for large population games with control interaction P Luo, L Tangpi Stochastic Processes and their Applications 171, 104314, 2024 | 6 | 2024 |
| 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 | 6 | 2022 |
| Comparison theorem for diagonally quadratic BSDEs. P Luo Discrete & Continuous Dynamical Systems: Series A 41 (6), 2021 | 6 | 2021 |
| Turnpike properties for stochastic backward linear-quadratic optimal problems Y Chen, P Luo arXiv preprint arXiv:2309.03456, 2023 | 5 | 2023 |
| 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 | 5 | 2023 |
| A unified approach to global solvability for FBSDEs with diagonal generators T Hua, P Luo arXiv preprint arXiv:2211.00913, 2022 | 5 | 2022 |
Ludovic TangpiPrinceton UniversityVerified email at princeton.edu
