6 citations · 23 across the 22 of their papers we have counts for
22 papers
Hessian degeneracy of the torsion function on smooth simply connected nonconvex planar domains
Xiuda Liang, Peng Luo, Wenjie Wang
We construct a family of bounded, smooth, simply connected, nonconvex planar domains . Let be the corresponding torsion function satisfying \[ -Δu_{a,ε}=1\quad\t…
A note on convergence rate for reflected BSDEs with quadratic generators by penalization method
Guangyan Jia, Peng Luo, Mengbo Zhu
In this paper, we study the convergence rate between reflected backward stochastic differential equations with quadratic generators and their penalized BSDEs. Using techniques of B…
Well-posedness for a class of mean field type FBSDEs and classical solutions of related master equations
Tianjiao Hua, Peng Luo
In this paper, we study a class of mean field type FBSDEs. We propose a class of motonotinity conditions, under which we show the uniformly Lipschitz continuity of the decoupling f…
Stochastic linear-quadratic optimal control problems with multi-dimensional state and non-Markovian regime switching
Yuyang Chen, Peng Luo
This paper investigates the stochastic linear-quadratic (LQ, for short) optimal control problems with non-Markovian regime switching in a finite time horizon where the state equati…
A unified approach to global solvability for FBSDEs with diagonal generators
Tianjiao Hua, Peng Luo
In this paper, we study the global solvability of multidimensional forward-backward stochastic differential equations (FBSDEs) with diagonally Lipschitz, quadratic or super-quadrat…
Diagonally quadratic BSDE with oblique reflection and optimal switching
Peng Luo, Mengbo Zhu
The present paper is devoted to the study of diagonally quadratic backward stochastic differential equation with oblique reflection. Using a penalization approach, we show the exis…