H. Li, F. Riedel, and S. Yang, Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty, Center For Mathematical Economics, Bielefeld, 2022.
G. Ferrari, H. Li, and F. Riedel, “A Knightian irreversible investment problem”, Journal of Mathematical Analysis and Applications, 2022, 507, : 125744.
2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946502
H. Li, and Y. Song, “Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections”, JOURNAL OF THEORETICAL PROBABILITY, 2020, 34, 2285–2314.
G. Ferrari, H. Li, and F. Riedel, Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty, Center For Mathematical Economics, Bielefeld, 2020.
H. Li, and S. Peng, “Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle”, Stochastic Processes and their Applications, 2020, 130, 6556-6579.
H. Li, and F. Wang, “Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework”, Journal of Optimization Theory and Applications, 2019, 183, 422-439.
H. Li, S. Peng, and A. Soumana Hima, Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion, Center For Mathematical Economics, Bielefeld, 2017.
