山東大學威海校區數學與統計學院副院長，教授，山東大學理學博士，復旦大學、法國布雷塔尼亞大學（University of Bretagne Occidentale）博士后。
人物經歷
2016年任《Probability, Uncertainty and Quantitative Risk》Managing Editor；
2014年任第七屆《系統科學與數學》編委；
2008/年5月至今任數學與統計學院副院長；
2007/9-至今，山東大學（威海），數學與統計學院，教授；
2004/9-2007/9，山東大學（威海），數學與統計學院，副教授；
2011/6-至今，山東大學（威海），數學與統計學院，博士生導師；
2006/6-至今，山東大學（威海），數學與統計學院，碩士生導師；
2005/2-2007/1，復旦大學數學院博士后；法國西布雷塔尼亞大學數學系博士后。
2000/9-2003/7，山東大學，概率論與數理統計，博士；
1994/9-1997/7，山東師范大學，概率論與數理統計，碩士；
1990/9-1994/7，山東師范大學，數學，學士。
主要貢獻
主持的省部級以上科研項目及人才計劃項目情況（按時間倒序排）：
1)國家自然科學基金委員會與英國皇家學會、英國醫學科學院人才項目（簡稱艾薩克·牛頓高級學者基金項目），11661130148、《非線性期望下隨機動力系統的遍歷理論》、2016/03-2019/02、在研、主持。
2)國家自然科學基金優秀青年基金，11222110、《隨機微分對策和隨機控制理論及其應用》、2013/01-2015/12、已結題、主持。
3)教育部新世紀優秀人才，NCET-12-0331、2013/01-2015/12、已結題、主持。
4)山東省自然科學基金杰出青年基金，JQ201202、《隨機控制，隨機分析》、2012/07-2015/07、已結題、主持。
5)國家自然科學基金面上項目，11071144、《平均場隨機系統理論及其應用》、2011/01-2013/12、已結題、主持。
6)山東省優秀中青年科學家科研獎勵基金，BS2011SF010、《正倒向隨機系統理論及其應用》、2011/07-2014/07、已結題、主持。
7)國家自然科學基金青年基金，10701050、《隨機微分對策理論及其應用》、2008/01-2010/12、已結題、主持。
8)山東省自然科學基金青年基金，Q2007A04、《反射倒向隨機微分方程理論及其應用》、2008/01-2010/12、已結題、主持。
9)國家自然科學基金天元基金，10426022、《非線性期望及其在金融中的應用》、2005/01-2005/12、已結題、主持。
10)教育部留學回國基金，《倒向隨機微分方程理論及其應用》、2008/01-2010/12、已結題、主持。
獲獎記錄
2018年山東大學優秀研究生指導教師；
2018年山東大學（威海）第九屆“我最喜愛的導師”；
2015年山東大學（威海）第六屆“我最喜愛的導師”；
2014年山東大學優秀教師；2014年度寶鋼優秀教師；
2013年山東省教育工會三八紅旗手。
論著
發表的部分論文目錄（注：按照本方向國際慣例，論文作者排名按照姓名英文字母順序）：
Florin Avram, Dan Goreac, Juan Li, Xiaochi 吳語 Equity cost induced dichotomy for optimal dividends with capital injections in the Cramer-Lundberg model. 數學 9(9), 931, 2021.(SCI)
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)
Juan Li, Chuanzhi Xing, Ying peng Comparison theorems for multi-dimensional general mean-field BDSDEs. Acta Mathematica Scientia. 41(2), 535-551, 2021.(SCI)
Rainer Buckdahn, Yajie Chen, Juan Li. Partial derivative with respect to the measure and its application to general controlled mean-field systems. Stochastic Process. Appl. 134, 265–307, 2021. (SCI)
Rainer Buckdahn, Juan Li(通訊作者), Nana Zhao. Representation of limit values for nonexpansive stochastic differential games. Journal of Differential Equations. 276(5), 187-277, 2021. (SCI)
Rainer Buckdahn, Juan Li(通訊作者), Marc Quincampoix, Jér?me Renault. Representation formulas for limit values of long run stochastic optimal controls. SIAM Journal on Control and Optimization. 58(4), 1846-1873, 2020. (SCI)
Juan Li, Nana Zhao. Representation of AGB星 values for nonexpansive stochastic control systems, Stochastic Processes and Their Applications. 129(2), 634-673, 2019. (SCI)
Juan Li, Wenqiang Li. Nash Equilibrium payoffs for non-Zero Sum stochastic differential games without Isaacs condition. Stochastic. 91(1), 1-36, 2019. (SCI)
Juan Li, Hao Liang, Xiao Zhang. General 平均數field BSDEs with continuous coefficients. Journal of Mathematical Analysis and Applications. 466(1), 264-280，2018. (SCI)
Juan Li. Mean-field 前鋒 and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs. Stochastic Processes and Their Applications. 128(9), 3118-3180, 2018. (SCI)
Rainer Buckdahn, Juan Li(通訊作者), Shige Peng, Catherine Rainer. Mean-field stochastic differential equations and associated PDEs. Annals of Probability. 45(2), 824–878, 2017. (SCI)
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)
Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications. 35(3), 542-568, 2017. (SCI)
Tao Hao, Juan Li (通訊作者). BSDEs in games, coupled with the value functions. Associated nonlocal Bellman-Isaacs equations. Acta Mathematica Scientia. 37(5): 1497–1518, 2017. (SCI)
Rainer Buckdahn, Juan Li (通訊作者), Jin Ma. A mean-field stochastic control problem with partial observations. Annals of Applied Probability. 27(5), 3201–3245, 2017. (SCI)
Juan Li, Rainer Buckdahn, Jin Ma. A stochastic maximum principle for general mean-field systems. Applied 數學 and Optimization. 74(3), 507-534, 2016. (SCI)
Juan Li, Hui Min. Controlled mean-field backward stochastic differential equations with jumps involving the value 函數 Journal of Systems Science and Complexity. 29(5), 1238-1286, 2016. (SCI)
Tao Hao, Juan Li (通訊作者). Mean-field SDEs with jumps and nonlocal integral-PDEs. Nonlinear Differential Equations and Applications. 23(2), 1-51, 2016. (SCI)
Tao Hao, Juan Li (通訊作者). Fully coupled 前鋒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)
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)
Juan Li (通訊作者), 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)
Juan Li, Wenqiang Li. Controlled reflected 平均數field backward stochastic differrential equations coupled with value 函數 and related PDEs. Mathematical control and related fields. 5(3), 501-516, 2015. (SCI)
Juan Li, Qingmeng Wei. Stochastic differential games for fully coupled FBSDEs with jumps. Applied 數學 & Optimization. 71(3), 411-448, 2015. (SCI)
Rainer Buckdahn, Juan Li (通訊作者), Marc Quincampoix. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Annals of Probability. 42 (4), 1724-1768, 2014. (SCI)
Juan Li. Reflected 平均數field backward stochastic differential equations. Approximation and associated nonlinear PDEs. Journal of Mathematical Analysis and Applications. 413(1), 47-68, 2014. (SCI)
Juan Li, Qingmeng Wei. Lp estimates for fully coupled FBSDEs with jumps. Stochastic Processes and Their Applications. 124(4), 1582-1611, 2014. (SCI)
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)
Tao Hao, Juan Li (通訊作者). BSDEs coupled with value function and related optimal control problems. Abstract and Applied Analysis. Article ID 262713, 2014. (SCI)
Rainer Buckdahn, Juan Li (通訊作者), 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)
Rainer Buckdahn, Juan Li (通訊作者), 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)
Juan Li. Stochastic maximum principle in the 平均數field controls. Automatica. 48 (2), 366-373, 2012. (SCI)
Rainer Buckdahn, Jianhui Huang, Juan Li (通訊作者). Regularity properties for general HJB equations. A BSDE method. SIAM Journal on Control and Optimization. 50 (3), 1466-1501, 2012. (SCI)
Rainer Buckdahn, Ying Hu, Juan Li (通訊作者). Stochastic representation for solutions of Isaacs' type integral-partial differential equations. Stochastic Processes and Their Applications. 121 (12), 2715-2750, 2011. (SCI)
Rainer Buckdahn, Juan Li (通訊作者). Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Acta Mathematicae Applicatae Sinica. 27 (4), 647-678, 2011. (SCI)
Rainer Buckdahn, Boualem Djehiche, Juan Li (通訊作者). A general stochastic maximum principle for SDEs of mean-field type. Applied 數學 and Optimization. 64(2), 197-216, 2011(SCI)
Yanling Gu, Juan Li (通訊作者). Valuation of futures options with initial margin requirements and daily price limit. Acta Mathematica Sinica, English Series, 26(3), 579-586, 2010 (SCI)
Rainer Buckdahn, Juan Li (通訊作者), Shige Peng. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Processes and Their Applications. 119(10), 3133-3154, 2009. (SCI)
Rainer Buckdahn, Boualem Djehiche, Juan Li (通訊作者), Shige Peng. Mean-field backward stochastic differential equations. A limit approach. Annals of Probability. 37 (4), 1524-1565, 2009. (SCI)
Rainer Buckdahn, Juan Li (通訊作者). Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Nonlinear Differential Equations and Applications. 16(3), 381-420, 2009. (SCI)
Juan Li (通訊作者), 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)
Rainer Buckdahn, Juan Li (通訊作者). Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. SIAM Journal on Control and Optimization. 47 (1), 444-475, 2008. (SCI)
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)
Juan Li. Fully coupled 前鋒backward stochastic differential equations with general martingale. Acta Mathematica Scientia. 26 (3), 443-450, 2006. (SCI)
參考資料 >