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. THE SKOROKHOD PROBLEM WITH TWO NONLINEAR CONSTRAINTS. PROBABILITY AND MATHEMATICAL STATISTICS-POLAND, 43, 207-239, 2024.
2. . The Cox-Ingersoll-Ross process under volatility uncertainty. Journal of MATHEMATICAL ANALYSIS AND APPLICATIONS, 531, 2024.
3. 李邯武. OPTIMAL STOPPING AND OPTIMAL MULTIPLE STOPPING PROBLEM WITHOUT AGGREGATION OF REWARD FAMILY. Mathematical Control and Related Fields, 2024.
4. 李邯武. Backward stochastic differential equations with double mean reflections. 随机过程及其应用, 173, 2024.
5. 李邯武. Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators. Journal of Theoretical Probability, 2024.
6. 李邯武. Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients. STOCHASTICS AND DYNAMICS, 2024.
7. 李邯武. Optimal consumption for recursive preferences with local substitution — the case of certainty. Journal of Mathematical Economics, 2024.
8. 李邯武. Optimal multiple stopping problem under nonlinear expectation. Advances in Applied Probability, 151, 2023.
9. . OPTIMAL CONSUMPTION WITH HINDY-HUANG-KREPS PREFERENCES UNDER NONLINEAR EXPECTATIONS. ADVANCES IN APPLIED PROBABILITY, 54, 1222, 2022.
10. . Stochastic representation under g-expectation and applications: The discrete time case. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 518, 2023.
11. . A Knightian irreversible investment problem. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 507, 2022.
12. Grigorova, Miryana. Stochastic representation under g-expectation and applications: The discrete time case. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 518, 2023.
13. 李邯武. Optimal Multiple Stopping Problems Under g-expectation. APPLIED MATHEMATICS AND OPTIMIZATION, 85, 2022.
14. Ferrari, Giorgio. A Knightian irreversible investment problem. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS Journal, 507, 2022.
15. A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications, 507,
16. Hanwu Li Martingale Inequalities under G-Expectation and Their Applications. ACTA MATHEMATICA SCIENTIA, 41, 349-360, 4425.
17. Hanwu Li , Shige Peng Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 130, 6556-6579, 4413.
18. Hanwu Li , Yongsheng Song Backward Stochastic Differential Equations Driven byG-Brownian Motion with Double Reflections. JOURNAL OF THEORETICAL PROBABILITY, 34, 2285-2314, 4407.
19. Falei Wang and Hanwu Li. Stochastic Optimal Control Problem with Obstacle Constraints in Sublinear Expectation Framework. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 183, 422-439, 4376.
20. Hanwu Li , Yongsheng Song , Shige Peng Supermartingale decomposition theorem under G-expectation. ELECTRONIC JOURNAL OF PROBABILITY, 23, 2018.
21. Shige Peng , Abdoulaye Soumana Hima and Hanwu Li. 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
2. 高等概率论
3. 高等概率论
4. 高等概率论
5. 高等概率论
6. 高等概率论
7. 高等概率论
8. 高等概率论
9. 高等概率论
10. 高等概率论
11. 高等概率论
12. 高等概率论
13. 高等概率论
14. 高等概率论
15. 高等概率论
16. 高等概率论
17. 高等概率论
18. 高等概率论
19. 高等概率论
20. 高等数学（2）
21. 倒向随机微分方程
1.李倚烽
2.李梦硕
