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
0631-5685397/5688523
juanlisdu@163.com
2000/9-2003/7， 山东大学，概率论与数理统计，博士
1994/9-1997/7， 山东师范大学，概率论与数理统计，硕士
1990/9-1994/7， 山东师范大学，数学，学士
2008年5月-2022年1月任数学与统计学院副院长
2022年1月至今任数学与交叉科学研究中心副主任；
2005/2-2007/1，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年度宝钢优秀教师；
2014年山东大学优秀教师；
2013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年获得山东省自然科学基金杰出青年基金；
2012年获得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。
