Hanwu Li

activity

20202026

most citedDoubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles

2 citations · 2 across the 7 of their papers we have counts for

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math.PR2026

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations

Hanwu Li

In this paper, we establish a propagation of chaos result for mean-field mean reflected backward stochastic differential equations (BSDEs), where both the generator and constraint…

math.PR2026

Doubly Reflected Backward SDEs Driven by $G$ -Brownian Motion with Quadratic Generator

Hanwu Li, Peng Luo, Mengbo Zhu

In this paper, we study the doubly reflected backward stochastic differential equations driven by $G$ -Brownian motion ( $G$ -BSDEs for short) when the generator has quadratic growth…

math.PR2026

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints

Hanwu Li

In this paper, we study the reflected stochastic differential equations driven by G-Brownian motion (reflected G-SDEs) with two nonlinear constraints. With the help of the Skorokho…

Propagation of Chaos for Mean-field Mean Reflected Backward Stochastic Differential Equations

Doubly Reflected Backward SDEs Driven by G-Brownian Motion with Quadratic Generator

Reflected Stochastic Differential Equations Driven by G-Brownian Motion with Nonlinear Constraints

Doubly Reflected Backward SDEs Driven by $G$ -Brownian Motion with Quadratic Generator