4 citations · 6 across the 4 of their papers we have counts for
4 papers
Optimal Multiple Stopping Problems under g-expectation
Hanwu Li
In this paper, we study the optimal multiple stopping problem under Knightian uncertainty both under discrete-time case and continuous-time case. The Knightian uncertainty is model…
Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections
Hanwu Li, Yongsheng Song
In this paper, we study the reflected backward stochastic differential equations driven by G-Brownian motion with two reflecting obstacles, which means that the solution lies betwe…
Optimal Stopping under G-expectation
Hanwu Li
We develop a theory of optimal stopping problems under G-expectation framework. We first define a new kind of random times, called G-stopping times, which is suitable for this prob…
Invariant and ergodic measures for G-diffusion processes
Mingshang Hu, Hanwu Li, Falei Wang +1
In this paper we study the problems of invariant and ergodic measures under G-expectation framework. In particular, the stochastic differential equations driven by G-Brownian motio…