研究领域：随机分析、随机控制，随机微分对策，倒向随机微分方程与金融数学
电话：0631-5685397/5688523
juanlisdu@163.com
2000.09——2003.07：山东大学，概率论与数理统计，博士
1994.09——1997.07：山东师范大学，概率论与数理统计，硕士
1990.09——1994.09：山东师范大学，数学，学士
2008.05——2022.01：数学与统计学院副院长
2022.01——至今：数学与交叉科学研究中心副主任
2005.02——20070.1：复旦大学数学院博士后；法国西布列塔尼大学数学系博士后
2023年：山东省自然科学一等奖（第一完成人，1/3）
2022年：齐鲁巾帼十大科技创新之星
2021年：山东省教育系统女职工建功立业标兵
2018年：山东大学优秀研究生指导教师
2018年：山东省自然科学二等奖（独立）
2017年：入选教育部长江学者特聘教授奖励计划
2014年：年度宝钢优秀教师
2014年：山东大学优秀教师
2013年：年度入选教育部新世纪优秀人才支持计划
2013年：山东省教育工会三八红旗手
2012年：山东省自然科学基金杰出青年基金
2012年：首届国家自然科学基金优秀青年基金
1. Rainer Buckdahn, Juan Li, Chuanzhi Xing. Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. Journal of Differential Equations. 375, 1-81, 2023. (SCI)
2. Rainer Buckdahn, Juan Li, Jin Ma. A general conditional McKean-Vlasov stochastic differential equation. Annals of Applied Probability. 33 (3): 2004-2023, 2023. (SCI)
3. Yaozhong Hu, Juan Li, Chao Mi. BSDEs generated by fractional space-time noise and related SPDEs. Applied Mathematics and Computation. 450, No. 127979: 1-30, 2023. (SCI)
4. Juan Li, Hao Liang, Chao Mi. A stochastic maximum principle for partially observed general mean-field control problems with only weak solution. Stochastic Processes and their Applications. 165, 397-439, 2023. (SCI)
5. Florin Avram, Lorenzo Freddi, Dan Goreac, Juan Li, Junsong Li. Controlled compartmental models with time-varying population: normalization, viability and comparison. Journal of Optimization Theory and Applications. 198(3), 1019-1048, 2023. (SCI)
6. Rainer Buckdahn, Dan Goreac, Juan Li. On the near-viability property of controlled mean-field flows. Numerical Algebra, Control and Optimization. 2023. Doi: 10.3934/naco.2023004.
7. Lorenzo Freddi, Dan Goreac, Juan Li, Boxiang Xu. SIR epidemics with state-dependent costs and ICU constraints: a Hamilton-Jacobi verification argument and dual LP algorithms. Applied Mathematics and Optimization. 86(2), No.23: 1-31, 2022. (SCI)
8. Goreac Dan, Juan Li, Boxiang Xu. Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part I: theoretical aspects. Applied Mathematics and Computation. No. 127321, 2022. (SCI)
9. Juan Li, Chuanzhi Xing. General mean-field BDSDEs with continuous coefficients. Journal of Mathematical Analysis and Applications. 506(2), No. 125699, 2022. (SCI)
10. Juan Li, Wenqiang Li, Gechun Liang. A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models. SIAM Journal on Financial Mathematics. 12(3), 867-897, 2021. (SCI)
11. Florin Avram, Dan Goreac, Juan Li, Xiaochi Wu. Equity cost induced dichotomy for optimal dividends with capital injections in the Cramer-Lundberg model. Mathematics. 9(9), No. 931, 2021. (SCI)
12. Juan Li, Wenqiang Li, Qingmeng Wei. Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations. ESAIM-Control Optimisation and Calculus of Variations. 27(S), S17, 2021.(SCI)
13. Juan Li, Chuanzhi Xing, Ying Peng. Comparison theorems for multi-dimensional general mean-field BDSDEs. Acta Mathematica Scientia. 41(2), 535-551, 2021. (SCI)
14. Rainer Buckdahn, Yajie Chen, Juan Li. Partial derivative with respect to the measure and its application to general controlled mean-field systems. Stochastic Processes and Their Applications. 134, 265-307, 2021. (SCI)
15. Rainer Buckdahn, Juan Li, Nana Zhao. Representation of limit values for nonexpansive stochastic differential games. Journal of Differential Equations. 276, 187-277, 2021. (SCI)
16. Rainer Buckdahn, Juan Li, Marc Quincampoix, Jérôme Renault. Representation formulas for limit values of long run stochastic optimal controls. SIAM Journal on Control and Optimization. 58(4), 1846-1873, 2020. (SCI)
17. Juan Li, Nana Zhao. Representation of asymptotic values for nonexpansive stochastic control systems. Stochastic Processes and Their Applications. 129(2), 634-673, 2019. (SCI)
18. Juan Li, Wenqiang Li. Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition. Stochastic. 91(1), 1-36, 2019. (SCI)
19. Juan Li, Hao Liang, Xiao Zhang. General mean-field BSDEs with continuous coefficients. Journal of Mathematical Analysis and Applications. 466(1), 264-280，2018. (SCI)
20. Juan Li. Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs. Stochastic Processes and Their Applications. 128(9), 3118-3180, 2018. (SCI)
21. Rainer Buckdahn, Juan Li, Shige Peng, Catherine Rainer. Mean-field stochastic differential equations and associated PDEs. Annals of Probability. 45(2), 824-878, 2017. (SCI)
22. Juan Li, Wenqiang Li. Zero-sum and nonzero-sum differential games without Isaacs condition. ESAIM: Control, Optimisation and Calculus of Variations. 23, 1217-1252. 2017. (SCI)
23. Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications. 35(3), 542-568, 2017. (SCI)
24. Tao Hao, Juan Li. BSDEs in games, coupled with the value functions. Associated nonlocal Bellman-Isaacs equations. Acta Mathematica Scientia. 37(5): 1497-1518, 2017. (SCI)
25. Rainer Buckdahn, Juan Li, Jin Ma. A mean-field stochastic control problem with partial observations. Annals of Applied Probability. 27(5), 3201-3245, 2017. (SCI)
26. Rainer Buckdahn, Juan Li, Jin Ma. A stochastic maximum principle for general mean-field systems. Applied Mathematics and Optimization. 74(3), 507-534, 2016. (SCI)
27. Juan Li, Hui Min. Controlled mean-field backward stochastic differential equations with jumps involving the value function. Journal of Systems Science and Complexity. 29(5), 1238-1286, 2016. (SCI)
28. Tao Hao, Juan Li. Mean-field SDEs with jumps and nonlocal integral-PDEs. Nonlinear Differential Equations and Applications. 23(2), 1-51, 2016. (SCI)
29. Tao Hao, Juan Li. Fully coupled forward-backward sdes involving the value function and associated nonlocal Hamilton - Jacobi - Bellman equations. ESAIM - Control, Optimisation and Calculus of Variations. 22, 519-538, 2016. (SCI)
30. Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations and application to zero-sum stochastic differential games. SIAM Journal on Control and Optimization, 54(3), 1826-1858, 2016. (SCI)
31. Juan Li, Shanjian Tang. Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. ESAIM - Control, Optimisation and Calculus of Variations. 21(4), 1150-1177, 2015. (SCI)
32. Juan Li, Wenqiang Li. Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs. Mathematical control and related fields. 5(3), 501-516, 2015. (SCI)
33. Juan Li, Qingmeng Wei. Stochastic differential games for fully coupled FBSDEs with jumps. Applied Mathematics and Optimization. 71(3), 411-448, 2015. (SCI)
34. Rainer Buckdahn, Juan Li, Marc Quincampoix. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Annals of Probability. 42 (4), 1724-1768, 2014. (SCI)
35. Juan Li. Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs. Journal of Mathematical Analysis and Applications. 413(1), 47-68, 2014. (SCI)
36. Juan Li, Qingmeng Wei. Lp estimates for fully coupled FBSDEs with jumps. Stochastic Processes and Their Applications. 124(4), 1582-1611, 2014. (SCI)
37. Juan Li, Qingmeng Wei. Optimal control problems of fully coupled FBSDEs and viscosity solutions of Hamilton-Jacobi-Bellman equations. SIAM Journal on Control and Optimization. 52 (3), 1622-1662, 2014. (SCI)
38. Tao Hao, Juan Li. BSDEs coupled with value function and related optimal control problems. Abstract and Applied Analysis. Article ID 262713, 2014. (SCI)
39. Rainer Buckdahn, Juan Li, Shige Peng. Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. SIAM Journal on Control and Optimization. 52 (1), 451-492, 2014. (SCI)
40. Rainer Buckdahn, Juan Li, Marc Quincampoix. Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies. International Journal of Game Theory. 42(4), 989-1020, 2013. (SCI)
41. Juan Li. Stochastic maximum principle in the mean-field controls. Automatica. 48(2), 366-373, 2012. (SCI)
42. Rainer Buckdahn, Jianhui Huang, Juan Li. Regularity properties for general HJB equations. A BSDE method. SIAM Journal on Control and Optimization. 50 (3), 1466-1501, 2012. (SCI)
43. Rainer Buckdahn, Ying Hu, Juan Li. Stochastic representation for solutions of Isaacs' type integral-partial differential equations. Stochastic Processes and Their Applications. 121 (12), 2715-2750, 2011. (SCI)
44. Rainer Buckdahn, Juan Li. Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Acta Mathematicae Applicatae Sinica. 27 (4), 647-678, 2011. (SCI)
45. Rainer Buckdahn, Boualem Djehiche, Juan Li. A general stochastic maximum principle for SDEs of mean-field type. Applied Mathematics and Optimization. 64(2), 197-216, 2011(SCI)
46. Yanling Gu, Juan Li. Valuation of futures options with initial margin requirements and daily price limit. Acta Mathematica Sinica, English Series, 26(3), 579-586, 2010 (SCI)
47. Rainer Buckdahn, Juan Li, Shige Peng. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Processes and Their Applications. 119(10), 3133-3154, 2009. (SCI)
48. Rainer Buckdahn, Boualem Djehiche, Juan Li, Shige Peng. Mean-field backward stochastic differential equations. A limit approach. Annals of Probability. 37 (4), 1524-1565, 2009. (SCI)
49. Rainer Buckdahn, Juan Li. Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Nonlinear Differential Equations and Applications. 16(3), 381-420, 2009. (SCI)
50. Juan Li, Shige Peng. Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations. Nonlinear Analysis: Theory, Methods & Applications. 70 (4), 1776-1796, 2009. (SCI)
51. Rainer Buckdahn, Juan Li. Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. SIAM Journal on Control and Optimization. 47 (1), 444-475, 2008. (SCI)
52. Juan Li, Shanjian Tang. A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations. Stochastic Processes and Their Applications. 117(9), 1234-1250, 2007. (SCI)
53. Yanling Gu, Juan Li. Converse comparison problems for reflected backward stochastic differential equations. I. (Chinese) Chinese Ann. Math. Ser. A 28 (2), 239-248, 2007; translation in Chinese J. Contemp. Math. 28 (2), 201-210, 2007.
54. Juan Li. Fully coupled forward-backward stochastic differential equations with general martingale. Acta Mathematica Scientia. 26 (3), 443-450, 2006. (SCI)
55. Yanling Gu, Juan Li. The effects of changing margin levels on futures options price. J. Syst. Sci. Complex. 19 (4), 461-469, 2006.
1. 山东省自然科学基金重大基础研究项目，ZR2023ZD35，《平均场动力系统及其在保险和生物数学中的应用》、2024/01- 2026/12、在研、主持。
2. 国家自然科学基金重点项目，12031009、《平均场理论和非线性数学期望》、2021/01-2025/12、在研、主持。
3. 国家重点研发计划课题，2018YFA0703901、《基于现代随机分析的金融风险计量理论》、2019/09-2024/08、在研、主持。
4. 国家自然科学基金面上项目，11871037、《平均场随机控制及微分对策》、2019/01-2022/12、已结题、主持。
5. 国家自然科学基金委员会与英国皇家学会、英国医学科学院人才项目（简称牛顿高级学者基金项目），11661130148、《非线性期望下随机动力系统的遍历理论》、2016/03-2019/02、已结题、主持。
6. 国家自然科学基金优秀青年基金，11222110、《随机微分对策和随机控制理论及其应用》、2013/01-2015/12、已结题、主持。
7. 教育部新世纪优秀人才，NCET-12-0331、2013/01-2015/12、已结题、主持。
8. 山东省自然科学基金杰出青年基金，JQ201202、《随机控制，随机分析》、 2012/07-2015/07、已结题、主持。
9. 国家自然科学基金面上项目，11071144、《平均场随机系统理论及其应用》、2011/01-2013/12、已结题、主持。
10. 山东省优秀中青年科学家科研奖励基金，BS2011SF010、《正倒向随机系统理论及其应用》、2011/07-2014/07、已结题、主持。
11. 国家自然科学基金青年基金，10701050、《随机微分对策理论及其应用》、2008/01-2010/12、已结题、主持。
12. 山东省自然科学基金青年基金，Q2007A04、《反射倒向随机微分方程理论及其应用》、2008/01-2010/12、已结题、主持。
13. 教育部留学回国基金，《倒向随机微分方程理论及其应用》、 2008/01-2010/12、已结题、主持。
14. 国家自然科学基金天元基金，10426022、《非线性期望及其在金融中的应用》、2005/01-2005/12、已结题、主持。
