非线性随机分析及其应用，倒向随机微分方程，反射倒向随机微分方程
1. 非线性期望，倒向随机微分方程及其应用
1. 李邯武. Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients. STOCHASTICS AND DYNAMICS, 2025.
2. 李邯武. 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, 70, 92-112, 2025.
4. 李邯武 , 彭实戈 and 宋永生. Supermartingale decomposition theorem under G-expectation. ELECTRONIC JOURNAL OF PROBABILITY, 23, 2018.
5. 李邯武. Irreversible Investment under Endowment Constraints. ACTA Math. Appl. Sinica (English Series), 1-17, 2024.
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, 43, 207-239, 2024.
10. Bahar Akhtari and 李邯武. The Cox-Ingersoll-Ross process under volatility uncertainty. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 531, 2024.
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, 173, 2024.
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.
16. 李邯武. Optimal multiple stopping problem under nonlinear expectation. Advances in Applied Probability, 151, 2023.
17. . OPTIMAL CONSUMPTION WITH HINDY-HUANG-KREPS PREFERENCES UNDER NONLINEAR EXPECTATIONS. ADVANCES IN APPLIED PROBABILITY, 54, 1222, 2022.
18. . Stochastic representation under g-expectation and applications: The discrete time case. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 518, 2023.
19. . A Knightian irreversible investment problem. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 507, 2022.
20. Grigorova, Miryana. Stochastic representation under g-expectation and applications: The discrete time case. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 518, 2023.
21. 李邯武. Optimal Multiple Stopping Problems Under g-expectation. APPLIED MATHEMATICS AND OPTIMIZATION, 85, 2022.
22. Ferrari, Giorgio. A Knightian irreversible investment problem. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 507, 2022.
23. A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications, 507,
24. Hanwu Li , Hanwu Li , Hanwu Li and Hanwu Li. Martingale Inequalities under G-Expectation and Their Applications. ACTA MATHEMATICA SCIENTIA, 41, 349-360, 4425.
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, 130, 6556-6579, 4413.
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, 34, 2285-2314, 4407.
27. Hanwu Li and Falei Wang. Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 183, 422-439, 4376.
28. Hanwu Li , Shige Peng , Yongsheng Song , Hanwu Li , Hanwu Li and Hanwu Li. Supermartingale decomposition theorem under G-expectation. ELECTRONIC JOURNAL OF PROBABILITY, 23, 2018.
29. Hanwu Li , Abdoulaye Soumana Hima and Shige Peng. Reflected solutions of backward stochastic differential equations driven by G-Brownian motion. SCIENCE CHINA-MATHEMATICS, 61, 1-26, 4310.
1. （包干项目）随机粗轨道理论及其在随机控制中的 应用, 2024-01-01-2026-12-31
2. （包干项目）非线性期望下的反射倒向随机微分方程及其应用, 2023-01-01-2025-12-31
3. (包干项目）由G-布朗运动驱动的反射倒向随机微分方程及其应用, 2023-08-24-2026-12-31
4. (包干项目)非线性期望下的随机表示定理及最优停止问题, 2022-11-01-2025-12-30
1. 高等概率论
1.李倚烽
2.李梦硕
