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• [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, no.670, Bielefeld: Center for Mathematical Economics.

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• [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), p 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, p 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, no.634, Bielefeld: Center for Mathematical Economics.

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• [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, no.641, Bielefeld: Center for Mathematical Economics.

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• [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), p 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), p 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, no.606, Bielefeld: Center for Mathematical Economics.

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• [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, no.590, Bielefeld: Center for Mathematical Economics.

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