12 citations · 32 across the 17 of their papers we have counts for
Showing 2019Show all
3 papers · 1 filter
math.PR2019
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…
math.PR2019★ 2 cited
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…
math.PR2019
Optimal Multiple Stopping Problem under Nonlinear Expectation
Hanwu Li
In this paper, we study the optimal multiple stopping problem under the filtration consistent nonlinear expectations. The reward is given by a set of random variables satisfying so…