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
  • Contact Information:
    15668450031
  • 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. Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators .Journal of Theoretical Probability.2024

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

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

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

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

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

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

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

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

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

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

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

13. 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

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

15. 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

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

17. 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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