李邯武｜山东大学｜学者主页

期刊论文

2026

Optimal consumption with intolerance for declining standard of living under nonlinear expectations

Hanwu Li, Meng-Shuo Li

International Journal of Financial Engineering

DOI

2025

Optimal stopping under G-expectation

Hanwu Li

Probability Uncertainty and Quantitative Risk

DOI

2025

Stochastic representation under filtration-consistent nonlinear expectations

Hanwu Li

Stochastics

DOI

2025

Optimal multiple stopping problem with irregular reward

Hanwu Li

Journal of Applied Probability

DOI

2025

An iterative method for multiple stopping problem under Knightian uncertainty

Hanwu Li, Hao-Dong Liu

Теория вероятностей и ее применения

DOI

2025

Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients

Hanwu Li

Stochastics and Dynamics

DOI

2025

Irreversible Investment under Endowment Constraints

Hanwu Li

Acta Mathematicae Applicatae Sinica English Series

DOI

2024

Propagation of Chaos for Doubly Mean Reflected BSDEs

Hanwu Li, Ning Ning

Journal of theoretical probability

DOI

2024

Reflected backward stochastic differential equations with rough drivers

Hanwu Li, Hui-Lin Zhang, Kuan Zhang

Stochastic Processes and their Applications

DOI

2024

Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients

Hanwu Li

Stochastics and Dynamics

DOI

2024

Backward stochastic differential equations with double mean reflections

Hanwu Li

Stochastic Processes and their Applications

DOI

2024

Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators

Hanwu Li, Guo-Min Liu

Journal of theoretical probability

DOI

2024

Optimal stopping and optimal multiple stopping problem without aggregation of reward family

Hanwu Li

Mathematical Control and Related Fields

DOI

2023

The Cox-Ingersoll-Ross process under volatility uncertainty

Bahar Akhtari, Hanwu Li

Journal of Mathematical Analysis and Applications

DOI

2023

The Skorokhod problem with two nonlinear constraints

Hanwu Li

Probability and Mathematical Statistics

DOI

2022

Stochastic representation under g-expectation and applications: The discrete time case

Miryana Grigorova, Hanwu Li

Journal of Mathematical Analysis and Applications

DOI

2022

Optimal multiple stopping problem under nonlinear expectation

Hanwu Li

Advances in Applied Probability

DOI

2022

Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations

Giorgio Ferrari, Hanwu Li, Frank Riedel

Advances in Applied Probability

DOI

2022

Optimal Multiple Stopping Problems Under g-expectation

Hanwu Li

Applied Mathematics & Optimization

DOI

2021

MARTINGALE INEQUALITIES UNDER G-EXPECTATION AND THEIR APPLICATIONS

李邯武

Acta Mathematica Scientia

2021

A Knightian irreversible investment problem

Giorgio Ferrari, Hanwu Li, Frank Riedel

Journal of Mathematical Analysis and Applications

DOI

2020

Doubly reflected backward SDEs driven by G-Brownian motions and fully nonlinear PDEs with double obstacles

Hanwu Li, Ning Ning

Stochastics and Partial Differential Equations: Analysis and Computations

DOI

2020

Reflected backward stochastic differential equation driven by G -Brownian motion with an upper obstacle

Hanwu Li, Shige Peng A

Stochastic Processes and their Applications

DOI

2019

Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework

Hanwu Li, Falei Wang

Journal of Optimization Theory and Applications

DOI

2018

非线性期望下的反射倒向随机微分方程及其应用

李邯武

《山东大学》

2018

Supermartingale decomposition theorem under $G$-expectation

Hanwu Li, Shige Peng A, Yongsheng Song

Electronic Journal of Probability

DOI

2017

Reflected solutions of backward stochastic differential equations driven by G-Brownian motion

Hanwu Li, Shige Peng A, Abdoulaye Soumana Hima

Science China Mathematics

DOI

2015

Invariant and ergodic nonlinear expectations for $G$-diffusion processes

Mingshang Hu, Hanwu Li, Falei Wang, Guoqiang Zheng

Electronic Communications in Probability

DOI

预印本

2026

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints

Hanwu Li

arXiv preprint

2026

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations

Hanwu Li

arXiv preprint

2026

Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator

Hanwu Li, Peng Luo, Mengbo Zhu

arXiv preprint

2026

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers

Hanwu Li

arXiv (Cornell University)

DOI

2025

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

Hanwu Li, Jin Shi

arXiv preprint

2025

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection

Hanwu Li

arXiv preprint

2024

Optimal Consumption for Recursive Preferences with Local Substitution under Risk

Hanwu Li, Frank Riedel

arXiv (Cornell University)

DOI

2024

Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints

Wei He, Hanwu Li

arXiv (Cornell University)

DOI

2023

Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections

Hanwu Li, Ning, Ning

arXiv (Cornell University)

DOI

2020

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Giorgio Ferrari, Hanwu Li, Frank Riedel

arXiv preprint

2019

Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections

Hanwu Li, Yongsheng Song

arXiv preprint

2017

Reflected BSDE driven by G-Brownian motion with an upper obstacle

Hanwu Li, Shige Peng A

arXiv (Cornell University)

DOI

精选作品

期刊论文

Optimal consumption with intolerance for declining standard of living under nonlinear expectations

Optimal stopping under G-expectation

Stochastic representation under filtration-consistent nonlinear expectations

Optimal multiple stopping problem with irregular reward

An iterative method for multiple stopping problem under Knightian uncertainty

Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients

Irreversible Investment under Endowment Constraints

Propagation of Chaos for Doubly Mean Reflected BSDEs

Reflected backward stochastic differential equations with rough drivers

Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients

Backward stochastic differential equations with double mean reflections

Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators

Optimal stopping and optimal multiple stopping problem without aggregation of reward family

The Cox-Ingersoll-Ross process under volatility uncertainty

The Skorokhod problem with two nonlinear constraints

Stochastic representation under g-expectation and applications: The discrete time case

Optimal multiple stopping problem under nonlinear expectation

Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations

Optimal Multiple Stopping Problems Under g-expectation

MARTINGALE INEQUALITIES UNDER G-EXPECTATION AND THEIR APPLICATIONS

A Knightian irreversible investment problem

Doubly reflected backward SDEs driven by G-Brownian motions and fully nonlinear PDEs with double obstacles

Reflected backward stochastic differential equation driven by G -Brownian motion with an upper obstacle

Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework

非线性期望下的反射倒向随机微分方程及其应用

Supermartingale decomposition theorem under $G$-expectation

Reflected solutions of backward stochastic differential equations driven by G-Brownian motion

Invariant and ergodic nonlinear expectations for $G$-diffusion processes

预印本

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations

Doubly Reflected Backward SDEs Driven by $G$-Brownian Motion with Quadratic Generator

Conditional Reflected Backward Stochastic Differential Equations with Two Barriers

Mean-field BSDEs with non-Lipschitz coefficients and double mean reflections

Conditional Expectation Backward Stochastic Differential Equations and Related Backward Stochastic Differential Equations with Conditional Reflection

Optimal Consumption for Recursive Preferences with Local Substitution under Risk

Mean Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Constraints

Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections

Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty

Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections

Reflected BSDE driven by G-Brownian motion with an upper obstacle

研究方向