PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  Li H, Riedel F, Yang S (2022)
  Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Center for Mathematical Economics Working Papers; 670.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

  Li H (2022)
  Optimal Multiple Stopping Problems Under g-expectation.
  Applied Mathematics and Optimization 85(2): 17.

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

  Ferrari G, Li H, Riedel F (2022)
  A Knightian irreversible investment problem.
  Journal of Mathematical Analysis and Applications 507(1): 125744.

  PUB | DOI | WoS
   
• [8]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716

  Li H (2021)
  Martingale Inequalities under G-Expectation and Their Applications.
  Acta Mathematica Scientia 41(2): 349-360.

  PUB | DOI | WoS
   
• [7]
  

  2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946502

  Li H, Song Y (2020)
  Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections.
  JOURNAL OF THEORETICAL PROBABILITY 34: 2285–2314.

  PUB | PDF | DOI | WoS
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

  Ferrari G, Li H, Riedel F (2020)
  A Knightian Irreversible Investment Problem. Center for Mathematical Economics Working Papers; 634.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

  Ferrari G, Li H, Riedel F (2020)
  Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Center for Mathematical Economics Working Papers; 641.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

  Li H, Peng S (2020)
  Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle.
  Stochastic Processes and their Applications 130(11): 6556-6579.

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

  Li H, Wang F (2019)
  Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework.
  Journal of Optimization Theory and Applications 183(2): 422-439.

  PUB | DOI | WoS
   
• [2]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126

  Li H (2018)
  Optimal stopping under $\textit{G}$-expectation. Center for Mathematical Economics Working Papers; 606.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

  Li H, Peng S, Soumana Hima A (2017)
  Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. Center for Mathematical Economics Working Papers; 590.
  Bielefeld: Center for Mathematical Economics.

  PUB | PDF