1 citations · 1 across the 2 of their papers we have counts for
3 papers
math.PR2020
Strong solutions of forward-backward stochastic differential equations with measurable coefficients
Peng Luo, Olivier Menoukeu-Pamen, Ludovic Tangpi
This paper investigates solvability of fully coupled systems of forward-backward stochastic differential equations (FBSDEs) with irregular coefficients. In particular, we assume th…
math.PR2019★ 1 cited
A type of globally solvable BSDEs with triangularly quadratic generators
Peng Luo
The present paper is devoted to the study of the well-posedness of a type of BSDEs with triangularly quadratic generators. This work is motivated by the recent results obtained by…
math.PR2017
Quadratic BSDEs with mean reflection
Hélène Hibon, Ying Hu, Yiqing Lin +2
The present paper is devoted to the study of the well-posedness of BSDEs with mean reflection whenever the generator has quadratic growth in the argument. This work is the sequ…