李邯武
Professor
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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
  • Alma Mater:
    山东大学
Education
  • 2011-9 — 2018-6
    山东大学
    金融数学与金融工程
    Doctoral Degree in Science
  • 2007-9 — 2011-6
    山东大学
    统计学
    Bachelor's Degree in Science
Publication
Papers

1. 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

2. . Supermartingale decomposition theorem under G-expectation .ELECTRONIC JOURNAL OF PROBABILITY.2018,23

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

4. . Optimal stopping under G-expectation .PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK.2025

5. 李邯武. 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

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

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

8. . The Cox-Ingersoll-Ross process under volatility uncertainty .Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS.2024,531 (1P1)

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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