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• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

  Li, H., Riedel, F., and 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 85:17.

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

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

  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, 349-360.

  PUB | DOI | WoS
   
• [7]
  

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

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

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• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

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

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

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

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• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

  Li, H., Peng, S., and 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.

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