The following pages link to Hanwu Li (Q1663869):
Displaying 24 items.
- Supermartingale decomposition theorem under \(G\)-expectation (Q1663870) (← links)
- Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion (Q1705559) (← links)
- Stochastic representation under \(g\)-expectation and applications: the discrete time case (Q2084896) (← links)
- Optimal multiple stopping problems under \(g\)-expectation (Q2128626) (← links)
- Martingale inequalities under \(G\)-expectation and their applications (Q2154847) (← links)
- Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle (Q2229553) (← links)
- A Knightian irreversible investment problem (Q2247720) (← links)
- Stochastic optimal control problem with obstacle constraints in sublinear expectation framework (Q2275319) (← links)
- Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes (Q2517256) (← links)
- Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections (Q2664540) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Optimal multiple stopping problem under nonlinear expectation (Q6159382) (← links)
- The Cox-Ingersoll-Ross process under volatility uncertainty (Q6416898) (← links)
- Backward Stochastic Differential Equations with Double Mean Reflections (Q6443444) (← links)
- Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles (Q6504040) (← links)
- Multi-dimensional reflected BSDEs driven by $G$-Brownian motion with diagonal generators (Q6504621) (← links)
- Propagation of chaos for doubly mean reflected BSDEs (Q6519463) (← links)
- Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients (Q6540658) (← links)
- Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators (Q6592150) (← links)
- Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints (Q6728793) (← links)
- Reflected backward stochastic differential equations with rough drivers (Q6737902) (← links)
- Optimal Consumption for Recursive Preferences with Local Substitution under Risk (Q6744122) (← links)
- Mean Field Backward Stochastic Differential Equations with Double Mean Reflections (Q6762907) (← links)
