Hanwu Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Optimal consumption for recursive preferences with local substitution -- the case of certainty	2024-02-05	Paper
Backward Stochastic Differential Equations with Double Mean Reflections	2023-07-12	Paper
The Skorokhod problem with two nonlinear constraints	2023-06-29	Paper
Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections	2023-06-15	Paper
Optimal multiple stopping problem under nonlinear expectation	2023-05-05	Paper
Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients	2022-12-22	Paper
Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations	2022-12-13	Paper
The Cox-Ingersoll-Ross process under volatility uncertainty	2022-11-11	Paper
Stochastic representation under \(g\)-expectation and applications: the discrete time case	2022-10-13	Paper
Martingale inequalities under \(G\)-expectation and their applications	2022-07-15	Paper
Optimal multiple stopping problems under \(g\)-expectation	2022-04-22	Paper
Stochastic representation under g-expectation and applications: the discrete time case	2022-01-19	Paper
A Knightian irreversible investment problem	2021-11-17	Paper
Backward stochastic differential equations driven by \(G\)-Brownian motion with double reflections	2021-11-17	Paper
Reflected backward stochastic differential equation driven by \(G\)-Brownian motion with an upper obstacle	2021-02-18	Paper
Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty	2020-11-08	Paper
Stochastic optimal control problem with obstacle constraints in sublinear expectation framework	2019-10-02	Paper
Optimal Stopping under G-expectation	2018-12-20	Paper
Supermartingale decomposition theorem under \(G\)-expectation	2018-08-24	Paper
Reflected solutions of backward stochastic differential equations driven by \(G\)-Brownian motion	2018-03-16	Paper
Reflected Solutions of BSDEs Driven by G-Brownian Motion	2017-05-31	Paper
Invariant and ergodic nonlinear expectations for \(G\)-diffusion processes	2015-08-17	Paper

Research outcomes over time

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