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• [12]
  

  2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835

  Li, Hanwu, and Riedel, Frank. 2024. Optimal Consumption for Recursive Preferences with Local Substitution under Risk. Vol. 693. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  Li, Hanwu, Riedel, Frank, and Yang, Shuzhen. 2022. Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. Vol. 670. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

  Li, Hanwu. 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, Giorgio, Li, Hanwu, and Riedel, Frank. 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, Hanwu. 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, Hanwu, and Song, Yongsheng. 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: 2948952

  Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. 2020. Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. Vol. 641. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

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• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

  Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. 2020. A Knightian Irreversible Investment Problem. Vol. 634. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

  PUB | PDF
   
• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

  Li, Hanwu, and Peng, Shige. 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, Hanwu, and Wang, Falei. 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, Hanwu. 2018. Optimal stopping under $\textit{G}$-expectation. Vol. 606. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

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• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

  Li, Hanwu, Peng, Shige, and Soumana Hima, Abdoulaye. 2017. Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. Vol. 590. Center for Mathematical Economics Working Papers. Bielefeld: Center for Mathematical Economics.

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