PUB - Publikationen an der Universität Bielefeld

Alle markieren

• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

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

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

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

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

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

  PUB | DOI | WoS
   
• [8]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716

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

  PUB | DOI | WoS
   
• [7]
  

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

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

  PUB | PDF | DOI | WoS
   
• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

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

  PUB | PDF
   
• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

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

  PUB | PDF
   
• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

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

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

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

  PUB | DOI | WoS
   
• [2]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126

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

  PUB | PDF
   
• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

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

  PUB | PDF