aD9w8dDemC0qXWzlxlb9AzDhIjmhvvpSq8r9t4leJMvf5bKV1znVjDNxNSRx
李邯武
Professor
Visit:次
Personal Information
  • Name (Pinyin):
    Li Hanwu
  • Date of Employment:
    2021-09-06
  • School/Department:
    高等研究院、数学与交叉科学研究中心、非线性期望前沿科学研究中心
  • Education Level:
    With Certificate of Graduation for Doctorate Study
  • Business Address:
    华岗苑东楼210
  • Gender:
    Male
  • Degree:
    Doctor
  • Status:
    Employed
  • Alma Mater:
    山东大学
  • Supervisor of Master's Candidates
Honor:

2021    山东大学齐鲁青年学者；
Education
  • 2011-09 — 2018-06
    山东大学
    金融数学与金融工程
    Doctoral Degree in Science
  • 2007-09 — 2011-06
    山东大学
    Statistics
    Bachelor's Degree in Science
Publication
Research Direction

1. 非线性期望，倒向随机微分方程及其应用

Paper Publications

1. 李邯武. Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients .STOCHASTICS AND DYNAMICS.2025

2. Hanwu Li. Optimal multiple stopping problem with irregular reward .JOURNAL OF APPLIED PROBABILITY.2025

3. 李邯武. AN ITERATIVE METHOD FOR THE MULTIPLE STOPPING PROBLEM UNDER KNIGHTIAN UNCERTAINTY？ .Theory of Probability and Its Applications.2025,70 (1):92-112

4. 李邯武 , 彭实戈  and 宋永生. Supermartingale decomposition theorem under G-expectation .ELECTRONIC JOURNAL OF PROBABILITY.2018,23

5. 李邯武. Irreversible Investment under Endowment Constraints .ACTA Math. Appl. Sinica (English Series).2024 :1-17

6. 李邯武. Optimal stopping under G-expectation .PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK.2025

7. 李邯武  and 宁宁. Doubly reflected backward SDEs driven by G-Brownian motions and fully nonlinear PDEs with double obstacles .STOCHASTICS AND PARTIAL DIFFERENTIAL EQUATIONS-ANALYSIS AND COMPUTATIONS.2025

8. 李邯武. Stochastic representation under filtration-consistent nonlinear expectations .STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES.2025

9. 李邯武. THE SKOROKHOD PROBLEM WITH TWO NONLINEAR CONSTRAINTS .PROBABILITY AND MATHEMATICAL STATISTICS-POLAND.2024,43 (2):207-239

10. Bahar Akhtari  and 李邯武. The Cox-Ingersoll-Ross process under volatility uncertainty .Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS.2024,531 (1P1)

11. 李邯武. OPTIMAL STOPPING AND OPTIMAL MULTIPLE STOPPING PROBLEM WITHOUT AGGREGATION OF REWARD FAMILY .Mathematical Control and Related Fields.2024

12. 李邯武. Backward stochastic differential equations with double mean reflections .随机过程及其应用.2024,173

13. 李邯武. Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators .Journal of Theoretical Probability.2024

14. 李邯武. Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients .STOCHASTICS AND DYNAMICS.2024

15. 李邯武. Optimal consumption for recursive preferences with local substitution — the case of certainty .Journal of Mathematical Economics.2024 (110)

16. 李邯武. Optimal multiple stopping problem under nonlinear expectation .Advances in Applied Probability.2023 :151

17. . OPTIMAL CONSUMPTION WITH HINDY-HUANG-KREPS PREFERENCES UNDER NONLINEAR EXPECTATIONS .ADVANCES IN APPLIED PROBABILITY.2022,54 (4):1222

18. . Stochastic representation under g-expectation and applications: The discrete time case .JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal.2023,518 (1)

19. . A Knightian irreversible investment problem .JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal.2022,507 (1)

20. Grigorova, Miryana. Stochastic representation under g-expectation and applications: The discrete time case .JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal.2023,518 (1)

21. 李邯武. Optimal Multiple Stopping Problems Under g-expectation .APPLIED MATHEMATICS AND OPTIMIZATION.2022,85 (2)

22. Ferrari, Giorgio. A Knightian irreversible investment problem .JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal.2022,507 (1)

23. A Knightian irreversible investment problem .Journal of Mathematical Analysis and Applications,507 (1)

24. Hanwu Li , Hanwu Li , Hanwu Li  and Hanwu Li. Martingale Inequalities under G-Expectation and Their Applications .ACTA MATHEMATICA SCIENTIA.4425,41 (2):349-360

25. Hanwu Li , Shige Peng , Hanwu Li , Hanwu Li  and Hanwu Li. Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle .STOCHASTIC PROCESSES AND THEIR APPLICATIONS.4413,130 (11):6556-6579

26. Hanwu Li , Yongsheng Song , Hanwu Li , Hanwu Li  and Hanwu Li. Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections .JOURNAL OF THEORETICAL PROBABILITY.4407,34 (4):2285-2314

27. Hanwu Li  and Falei Wang. Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework .JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS.4376,183 (2):422-439

28. Hanwu Li , Shige Peng ,  Yongsheng Song , Hanwu Li , Hanwu Li  and Hanwu Li. Supermartingale decomposition theorem under G-expectation .ELECTRONIC JOURNAL OF PROBABILITY.2018,23

29. Hanwu Li , Abdoulaye Soumana Hima  and Shige Peng. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion .SCIENCE CHINA-MATHEMATICS.4310,61 (1):1-26

Teaching Experience

1. 高等概率论

Student Information

1.李倚烽

2.李梦硕

Copyright All Rights Reserved Shandong University Address: No. 27 Shanda South Road, Jinan City, Shandong Province, China: 250100
Information desk: (86) - 0531-88395114
On Duty Telephone: (86) - 0531-88364731 Construction and Maintenance: Information Work Office of Shandong University