| Reflected solutions of backward stochastic differential equations driven by G-Brownian motion H Li, S Peng, A Soumana Hima Science China Mathematics 61, 1-26, 2018 | 26 | 2018 |
| Reflected backward stochastic differential equation driven by G-Brownian motion with an upper obstacle H Li, S Peng Stochastic Processes and their Applications 130 (11), 6556-6579, 2020 | 16* | 2020 |
| Invariant and ergodic nonlinear expectations for -diffusion processes M Hu, H Li, F Wang, G Zheng | 15 | 2015 |
| Backward Stochastic Differential Equations Driven by G-Brownian Motion with Double Reflections H Li, Y Song Journal of Theoretical Probability 34, 2285-2314, 2021 | 13 | 2021 |
| Supermartingale decomposition theorem under -expectation H Li, S Peng, Y Song | 12 | 2018 |
| A Knightian irreversible investment problem G Ferrari, H Li, F Riedel Journal of Mathematical Analysis and Applications 507 (1), 125744, 2022 | 5 | 2022 |
| Reflected solutions of BSDEs driven by G-Brownian motion H Li, S Peng arXiv preprint arXiv:1705.10973, 2017 | 4 | 2017 |
| Doubly Reflected Backward SDEs Driven by G-Brownian Motion--a Monotone Approach H Li arXiv preprint arXiv:2008.09973, 2020 | 3 | 2020 |
| Optimal stopping under G-expectation H Li arXiv preprint arXiv:1812.08626, 2018 | 3 | 2018 |
| Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations G Ferrari, H Li, F Riedel Advances in Applied Probability 54 (4), 1222-1251, 2022 | 2 | 2022 |
| Optimal multiple stopping problem under nonlinear expectation H Li Advances in Applied Probability 55 (1), 151-178, 2023 | 1 | 2023 |
| Stochastic representation under g-expectation and applications: The discrete time case M Grigorova, H Li Journal of Mathematical Analysis and Applications 518 (1), 126703, 2023 | 1 | 2023 |
| Reflected BSDEs driven by G-Brownian motion with non-Lipschitz coefficients H Li arXiv preprint arXiv:2212.12108, 2022 | 1 | 2022 |
| Martingale Inequalities under G-Expectation and Their Applications H Li Acta Mathematica Scientia 41 (2), 349-360, 2021 | 1 | 2021 |
| The Cox-Ingersoll-Ross process under volatility uncertainty B Akhtari, H Li Journal of Mathematical Analysis and Applications 531 (1), 127867, 2024 | | 2024 |
| Optimal consumption for recursive preferences with local substitution—the case of certainty H Li, F Riedel, S Yang Journal of Mathematical Economics 110, 102932, 2024 | | 2024 |
| Stochastic Differential Equations Driven by G-Brownian Motion with Mean Reflections H Li arXiv preprint arXiv:2306.08931, 2023 | | 2023 |
| Optimal Multiple Stopping Problems Under g-expectation H Li Applied Mathematics & Optimization 85 (2), 17, 2022 | | 2022 |
| Multi-dimensional reflected BSDEs driven by -Brownian motion with diagonal generators H Li, G Liu arXiv preprint arXiv:2108.09012, 2021 | | 2021 |
| Optimal Consumption with Intertemporal Substitution under Knightian Uncertainty G Ferrari, H Li, F Riedel arXiv preprint arXiv:2011.03982, 2020 | | 2020 |
