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• [11]
  

  2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056

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

  PUB | PDF
   
• [10]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698

  Li, Hanwu. “Optimal Multiple Stopping Problems Under g-expectation”. Applied Mathematics and Optimization 85.2 (2022): 17.

  PUB | DOI | WoS
   
• [9]
  

  2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433

  Ferrari, Giorgio, Li, Hanwu, and Riedel, Frank. “A Knightian irreversible investment problem”. Journal of Mathematical Analysis and Applications 507.1 (2022): 125744.

  PUB | DOI | WoS
   
• [8]
  

  2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716

  Li, Hanwu. “Martingale Inequalities under G-Expectation and Their Applications”. Acta Mathematica Scientia 41.2 (2021): 349-360.

  PUB | DOI | WoS
   
• [7]
  

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

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

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• [6]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252

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

  PUB | PDF
   
• [5]
  

  2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952

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

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• [4]
  

  2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628

  Li, Hanwu, and Peng, Shige. “Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle”. Stochastic Processes and their Applications 130.11 (2020): 6556-6579.

  PUB | DOI | WoS
   
• [3]
  

  2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725

  Li, Hanwu, and Wang, Falei. “Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework”. Journal of Optimization Theory and Applications 183.2 (2019): 422-439.

  PUB | DOI | WoS
   
• [2]
  

  2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126

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

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• [1]
  

  2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428

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

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