Reflected solutions of backward stochastic differential equations driven by G -Brownian motion H Li, S Peng, A Soumana Hima
Science China Mathematics 61, 1-26, 2018
27 2018 Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle H Li, S Peng
Stochastic Processes and their Applications 130 (11), 6556-6579, 2020
17 * 2020 Invariant and ergodic nonlinear expectations for -diffusion processes M Hu, H Li, F Wang, G Zheng
15 2015 Backward Stochastic Differential Equations Driven by G -Brownian Motion with Double Reflections H Li, Y Song
Journal of Theoretical Probability 34, 2285-2314, 2021
14 2021 Supermartingale decomposition theorem under -expectation H Li, S Peng, Y Song
12 2018 A Knightian irreversible investment problem G Ferrari, H Li, F Riedel
Journal of Mathematical Analysis and Applications 507 (1), 125744, 2022
5 2022 Reflected solutions of BSDEs driven by G-Brownian motion H Li, S Peng
arXiv preprint arXiv:1705.10973, 2017
4 2017 Doubly Reflected Backward SDEs Driven by G-Brownian Motion--a Monotone Approach H Li
arXiv preprint arXiv:2008.09973, 2020
3 2020 Optimal stopping under G-expectation H Li
arXiv preprint arXiv:1812.08626, 2018
3 2018 Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations G Ferrari, H Li, F Riedel
Advances in Applied Probability 54 (4), 1222-1251, 2022
2 2022 The Cox-Ingersoll-Ross process under volatility uncertainty B Akhtari, H Li
Journal of Mathematical Analysis and Applications 531 (1), 127867, 2024
1 2024 Optimal multiple stopping problem under nonlinear expectation H Li
Advances in Applied Probability 55 (1), 151-178, 2023
1 2023 Stochastic representation under g-expectation and applications: The discrete time case M Grigorova, H Li
Journal of Mathematical Analysis and Applications 518 (1), 126703, 2023
1 2023 Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients H Li
arXiv preprint arXiv:2212.12108, 2022
1 2022 Multi-dimensional reflected BSDEs driven by -Brownian motion with diagonal generators H Li, G Liu
arXiv preprint arXiv:2108.09012, 2021
1 2021 Martingale Inequalities under G -Expectation and Their Applications H Li
Acta Mathematica Scientia 41 (2), 349-360, 2021
1 2021 Optimal consumption for recursive preferences with local substitution—the case of certainty H Li, F Riedel, S Yang
Journal of Mathematical Economics 110, 102932, 2024
2024 Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections H Li
arXiv preprint arXiv:2306.08931, 2023
2023 Optimal Multiple Stopping Problems Under g -expectation H Li
Applied Mathematics & Optimization 85 (2), 17, 2022
2022 Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty G Ferrari, H Li, F Riedel
arXiv preprint arXiv:2011.03982, 2020
2020