12 Publikationen
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2024 | Diskussionspapier | Veröffentlicht | PUB-ID: 2992835
Optimal Consumption for Recursive Preferences with Local Substitution under RiskPUB | PDF
Li, Hanwu, Optimal Consumption for Recursive Preferences with Local Substitution under Risk. 693 (). Bielefeld, 2024 -
2022 | Diskussionspapier | Veröffentlicht | PUB-ID: 2967056
Optimal Consumption for Recursive Preferences with Local Substitution - the Case of CertaintyPUB | PDF
Li, Hanwu, Optimal Consumption for Recursive Preferences with Local Substitution - the Case of Certainty. 670 (). Bielefeld, 2022 -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2962698Optimal Multiple Stopping Problems Under g-expectationPUB | DOI | WoS
Li, Hanwu, Optimal Multiple Stopping Problems Under g-expectation. Applied Mathematics and Optimization 85 (2). , 2022 -
2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2958433A Knightian irreversible investment problemPUB | DOI | WoS
Ferrari, Giorgio, A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications 507 (1). , 2022 -
2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2952716Martingale Inequalities under G-Expectation and Their ApplicationsPUB | DOI | WoS
Li, Hanwu, Martingale Inequalities under G-Expectation and Their Applications. Acta Mathematica Scientia 41 (2). , 2021 -
2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946502
Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double ReflectionsPUB | PDF | DOI | WoS
Li, Hanwu, Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections. JOURNAL OF THEORETICAL PROBABILITY 34 (). , 2020 -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2942252
A Knightian Irreversible Investment ProblemPUB | PDF
Ferrari, Giorgio, A Knightian Irreversible Investment Problem. 634 (). Bielefeld, 2020 -
2020 | Diskussionspapier | Veröffentlicht | PUB-ID: 2948952
Optimal Consumption with Intertemporal Substitution under Knightian UncertaintyPUB | PDF
Ferrari, Giorgio, Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty. 641 (). Bielefeld, 2020 -
2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2948628Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstaclePUB | DOI | WoS
Li, Hanwu, Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle. Stochastic Processes and their Applications 130 (11). , 2020 -
2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937725Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation FrameworkPUB | DOI | WoS
Li, Hanwu, Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. Journal of Optimization Theory and Applications 183 (2). , 2019 -
2018 | Diskussionspapier | Veröffentlicht | PUB-ID: 2933126
Optimal stopping under $\textit{G}$-expectationPUB | PDF
Li, Hanwu, Optimal stopping under $\textit{G}$-expectation. 606 (). Bielefeld, 2018 -
2017 | Diskussionspapier | Veröffentlicht | PUB-ID: 2930428
Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian MotionPUB | PDF
Li, Hanwu, Reflected Solutions of BSDEs Driven by $\textit{G}$-Brownian Motion. 590 (). Bielefeld, 2017