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Hanwu LI

Professor

Research Center for Mathematics and Interdisciplinary Sciences
Shandong University

SELECTED PLENARY, KEYNOTE AND MAJOR INVITED TALKS

Contributed talk:The 10th International Symposium on Backward Stochastic Differential Equations，June 26-July 1, 2025 Qingdao, Shandong University, China. Title: “Backward Stochastic Differential Equations with Double Mean Reflections”
Contributed talk:The 9th Asian Quantitative Finance Conference, April 26-28, 2025, Shenzhen, Peking University HSBC Business School, China. Title：“Optimal Consumption for Recursive Preferences with Local Substitution under Risk”
Contributed talk:The 14th AIMS International Conference on Dynamical Systems, Differential Equations, and Applications, December 16-20, 2024, Abu Dhabi, NYU Abu Dhabi, United Arab Emirates. Title: “Doubly Reflected Backward SDEs Driven by G-Brownian Motions and Fully Nonlinear PDEs with Double Obstacles”.
Contributed talk:The 13th National Conference on Probability and Statistics, November 7-10, 2024, Xiamen, Xiamen University, China. Title: “Backward Stochastic Differential Equations with Double Mean Reflections”.
Contributed talk:The 22nd Annual Meeting of the Chinese Society of Industrial and Applied Mathematics, October 24-27, 2024, Nanjing, Southeast University, China. Title: “Propagation of Chaos for Doubly Mean Reflected BSDEs”.
Contributed talk:The 14th Conference on Mathematical Control Theory and Applications, August 7-11, 2023, Chengdu, Sichuan Normal University, China. Title: “Optimal Stopping and Optimal Multiple Stopping Problem with Reward Family”.
Contributed talk:International Workshop on Stochastic Analysis, Stochastic Control and Mean Field Theory, July 22-16, 2023, Weihai, Shandong University, China. Title: “Stochastic differential equations driven by G-Brownian motion with mean reflections”.
Contributed talk:The 12th National Conference on Probability and Statistics, April 13-16, 2023, Qingdao, Shandong University, China. Title: “Stochastic representation under filtration consistent nonlinear expectations”.
Contributed talk:The 13th Conference on Mathematical Control Theory and Applications, November 13-14, 2021, Shenzhen, Southern University of Science and Technology, China. Title: “Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty”.
Contributed talk:The 2nd Vienna Congress on Mathematical Finance, September 9-11, 2019, WU Vienna, Vienna, Austria. Title: “Optimal Consumption with Hindy-Huang-Kreps Preference”.
Contributed talk:Conference in Stochastic Analysis and Applications, August 26-30, 2019, Risor,University of Oslo, Norway. Title: “Optimal Multiple Stopping Problems under Nonlinear Expectations”.


PAPERS in REFEREED JOURNALS/BOOK CHAPTERS

1. Li, H., Zhang, H., & Zhang, K. (2026). Reflected backward stochastic differential equations with rough drivers. Stochastic Processes and their Applications, 104874.

2. Li, H., & Ning, N. (2025). Doubly reflected backward SDEs driven by G-Brownian motions and fully nonlinear PDEs with double obstacles. Stochastics and Partial Differential Equations: Analysis and Computations, 13(3), 1279-1318.

3. Li, H. (2025). Optimal multiple stopping problem with irregular reward. Journal of Applied Probability, 62(4), 1607-1622.

4. Li, H. (2025). Stochastic representation under filtration-consistent nonlinear expectations. Stochastics, 97(4), 479-500.

5. Li, H. (2025). Optimal stopping and optimal multiple stopping problem without aggregation of reward family. Mathematical Control and Related Fields, 15(2), 670-689.

6. Li, H. (2025). Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients. Stochastics and Dynamics, 25(06), 2550027.

7. Li, H. (2025). Optimal stopping under G-expectation. Probability, Uncertainty & Quantitative Risk, 10(2), 265-292.

8. Li, H. (2025). Irreversible Investment under Endowment Constraints. Acta Mathematicae Applicatae Sinica, English Series, 41(3), 710-726.

9. Li, H., & Liu, H. (2025). An Iterative Method for the Multiple Stopping Problem under Knightian Uncertainty. Theory of Probability & Its Applications, 70(1), 92-112.

10. Li, H. (2024). Backward stochastic differential equations with double mean reflections. Stochastic Processes and their Applications, 173, 104371.

11. Li, H., Riedel, F., & Yang, S. (2024). Optimal consumption for recursive preferences with local substitution—the case of certainty. Journal of Mathematical Economics, 110, 102932.

12. Li, H., & Liu, G. (2024). Multi-dimensional reflected backward Stochastic differential equations driven by G-Brownian motion with diagonal generators. Journal of Theoretical Probability, 37(3), 2615-2645.

13. Li, H. (2024). Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients. Stochastics and Dynamics, 24(01), 2450007.

14. Akhtari, B., & Li, H. (2024). The Cox-Ingersoll-Ross process under volatility uncertainty. Journal of Mathematical Analysis and Applications, 531(1), 127867.

15. Grigorova, M., & Li, H. (2023). Stochastic representation under g-expectation and applications: The discrete time case. Journal of Mathematical Analysis and Applications, 518(1), 126703.

16. Li, H. (2023). Optimal multiple stopping problem under nonlinear expectation. Advances in Applied Probability, 55(1), 151-178.

17. Li, H. (2023). The Skorokhod problem with two nonlinear constraints. Probability and Mathematical Statistics, 43, 207-239.

18. Li, H. (2022). Optimal multiple stopping problems under g-expectation. Applied Mathematics & Optimization, 85(2), 17.

19. Ferrari, G., Li, H., & Riedel, F. (2022). A Knightian irreversible investment problem. Journal of Mathematical Analysis and Applications, 507(1), 125744.

20. Ferrari, G., Li, H., & Riedel, F. (2022). Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations. Advances in Applied Probability, 54(4), 1222-1251.

21. Li, H. (2021). Martingale inequalities under G-expectation and their applications. Acta Mathematica Scientia, 41(2), 349-360.

22. Li, H., & Song, Y. (2021). Backward stochastic differential equations driven by G-Brownian motion with double reflections. Journal of Theoretical Probability, 34(4), 2285-2314.

23. Li, H., & Peng, S. (2020). Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle. Stochastic Processes and their Applications, 130(11), 6556-6579.

24. Li, H., & Wang, F. (2019). Stochastic optimal control problem with obstacle constraints in sublinear expectation framework. Journal of Optimization Theory and Applications, 183(2), 422-439.

25. Li, H., Peng, S., & Soumana Hima, A. (2018). Reflected solutions of backward stochastic differential equations driven by G-Brownian motion. Science China Mathematics, 61(1), 1-26.

26. Li, H., Peng, S., & Song, Y. (2018). Supermartingale decomposition theorem under G-expectation. 23, 1-20.









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