11 Publikationen
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2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946502Li, H. & Song, Y. (2020). Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections. JOURNAL OF THEORETICAL PROBABILITY, 34, 2285–2314. Springer/plenum Publishers. doi:10.1007/s10959-020-01038-5.
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2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628Li, 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. Elsevier. doi:10.1016/j.spa.2020.06.002.
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2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725Li, 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. Springer. doi:10.1007/s10957-019-01546-3.
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