6 citations · 23 across the 22 of their papers we have counts for
Showing 2015 · math.PRShow all
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math.PR2015
BSDEs on finite and infinite horizon with time-delayed generators
Peng Luo, Ludovic Tangpi
We consider a backward stochastic differential equation with a generator that can be subjected to delay, in the sense that its current value depends on the weighted past values of…
math.PR2015★ 3 cited
Multidimensional Markov FBSDEs with superquadratic growth
Michael Kupper, Peng Luo, Ludovic Tangpi
We give local and global existence and uniqueness results for systems of coupled FBSDEs in the multidimensional setting and with generators allowed to grow arbitrarily fast in the…
math.PR2015★ 6 cited
Multidimensional quadratic BSDEs with separated generators
Asgar Jamneshan, Michael Kupper, Peng Luo
We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions.…