发表的部分论文目录 (注:按照本方向国际惯例,论文作者排名按照姓名英文字母顺序):
[1] Rainer Buckdahn, Juan Li , Yanwei Li, Yi Wang. A global stochastic maximum principle for mean-field forward-backward stochastic control systems with quadratic generators. Annals of Applied Probability. 36 (1), 275-318, 2026. (SCI)
[2] Juan Li, Zhanxin Li, Chuanzhi Xing. Comparison theorems for mean-field BSDEs whose generators depend on the law of the solution (Y, Z). Stochastic Processes and Their Applications. 193,DOI10.1016/j.spa.2025.104833, 2026. (SCI)
[3] Juan Li,Yanwei Li, Wenliang Wang. Mean-field backward stochastic differential equations with random terminal time. Journal of Mathematical Analysis And Applications. 553,DOI10.1016/j.jmaa.2025.129830, 2026. (SCI)
[4] Ioana Ciotir, Dan Goreac, Juan Li, Yufan Peng. Convergence of the solutions for a stochastic Stefan-type system with Robin boundary conditions. Computational & Applied Mathematics. 45,DOI10.1007/s40314-025-03491-6, 2026. (SCI)
[5] Jiacheng Chen, Dan Goreac, Juan Li, Oana-Silvia Serea. LP techniques in the control of reflected jump systems and their relevance for epidemics. Systems & Control Letters. 204,DOI10.1016/j.sysconle.2025.106195, 2025. (SCI)
[6] Ioana Ciotir, Dan Goreac, Juan Li , Antoine Tonnoir. Stochastic porous media equation with Robin boundary conditions,gravity-driven infiltration and multiplicative noise. Journal of Differential Equations. 438, No.113363,1-31, 2025. (SCI)
[7] Rainer Buckdahn, Juan Li, Junsong Li, Chuanzhi Xing. Path-dependent controlled mean-field coupled forward-backward sdes: the associated stochastic maximum principle. SIAM Journal on Control and Optimization. 63 (3),2124-2153, 2025. (SCI)
[8] Rainer Buckdahn, Bowen He, Juan Li . Mean field stochastic control problems under sublinear expectation. SIAM Journal on Control and Optimization. 63 (2),1051-1084, 2025. (SCI)
[9] Jiacheng Chen, Kexin Feng, Lorenzo Freddi, Dan Goreac, Juan Li. Optimality of vaccination for prevalence-constrained SIRS epidemics. Applied Mathematics and Optimization. 91,DOI10.1007/s00245-024-10212-8, 2025. (SCI)
[10] Ioana Ciotir, Dan Goreac, Juan Li, Xinru Zhang. A stochastic porous media Schrödinger equation: Feynman-type motivation, well-posedness and control interpretation. Journal of Evolution Equations. 25 (1), 32, 2025. (SCI)
[11] Chih-Chun Kung, Shuyin Hu, Tsung-Ju Lee, Juan Li. An economic and environmental evaluation of Taiwan's manure to energy applications. Iscience. 28,DOI10.1016/j.isci.2025.113492, 2025. (SCI)
[12] Chih-Chun Kung, Juan Li, Shan-Shan Kung.A two-stage sequential optimization framework for bioenergy and solar energy development. Iscience. 28,DOI10.1016/j.isci.2025.113428, 2025. (SCI)
[13] Weimin Jiang, Juan Li, Qingmeng Wei. General mean-field BSDEs with diagonally quadratic generator in multi-dimension. Discrete and Continuous Dynamical Systems. 44 (10), 2957–2984, 2024. (SCI)
[14] Dan Goreac, Juan Li, Yi Wang, Zhengyang Wang. Return-to-Normality in a Piecewise Deterministic Markov SIR plus V Model with Pharmaceutical and Non-pharmaceutical Interventions. Applied Mathematics and Optimization. 89 (1), 1-28, 2024. (SCI)
[15] Dan Goreac,Juan Li,Pangbo Wang,Boxiang Xu. Linearisation techniques and the dual algorithm for a class of mixed singular/continuous control problems in reinsurance. Part II: Numerical aspects. Applied Mathematics and Computation. 473, 32, 2024. (SCI)
[16] Dan Goreac, Juan Li, Oana-Silvia Serea, Pangbo Wang. Optimality conditions for Lp problems with reflected dynamics. Banach Center Publications. 127, 89-107, 2024. (邀稿)
[17] Rainer Buckdahn, Juan Li, Jin Ma. A general conditional McKean-Vlasov stochastic differential equation. Annals of Applied Probability. 33 (3), 2004-2023, 2023. (SCI)
[18] 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)
[19] Dan Goreac, Juan Li, Yi Wang. On the design techniques for safety zones in Brownian-driven epidemic models. IFAC PapersOnLine. 56 (2), 4043-4048, 2023.
[20] Rainer Buckdahn, Dan Goreac, Juan Li. On the near-viability property of controlled mean-field flows. Numerical Algebra, Control and Optimization. 13 (3-4), 630-663, 2023. (ESCI)
[21] 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)
[22] 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)
[23] Yaozhong Hu, Juan Li, Chao Mi. BSDEs generated by fractional space-time noise and related SPDEs. Applied Mathematics and Computation. 450, 1-30, 2023. (SCI)
[24] 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)
[25] Goreac Dan, Juan Li (通讯作者), 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)
[26] Juan Li, Chuanzhi Xing. General mean-field BDSDEs with continuous coefficients. Journal of Mathematical Analysis and Applications. 506 (2), No. 125699, 2022. (SCI)
[27] 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)
[28] 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)
[29] 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)
[30] Juan Li, Chuanzhi Xing, Ying Peng. Comparison theorems for multi-dimensional general mean-field BDSDEs. Acta Mathematica Scientia. 41 (2), 535-551, 2021. (SCI)
[31] Rainer Buckdahn, Yajie Chen, Juan Li (通讯作者). 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)
[32] Rainer Buckdahn, Juan Li (通讯作者), Nana Zhao. Representation of limit values for nonexpansive stochastic differential games. Journal of Differential Equations. 276, 187-277, 2021. (SCI)
[33] Rainer Buckdahn, Juan Li (通讯作者), 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)
[34] Juan Li, Nana Zhao. Representation of asymptotic values for nonexpansive stochastic control systems. Stochastic Processes and Their Applications. 129 (2), 634-673, 2019. (SCI)
[35] Juan Li, Wenqiang Li. Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition. Stochastic. 91 (1), 1-36, 2019. (SCI)
[36] 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)
[37] 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)
[38] Rainer Buckdahn, Juan Li (通讯作者), Shige Peng, Catherine Rainer. Mean-field stochastic differential equations and associated PDEs. Annals of Probability. 45 (2), 824-878, 2017. (SCI)
[39] 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)
[40] Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications. 35 (3), 542-568, 2017. (SCI)
[41] Tao Hao, Juan Li (通讯作者). BSDEs in games, coupled with the value functions. Associated nonlocal Bellman-Isaacs equations. Acta Mathematica Scientia. 37 (5), 1497-1518, 2017. (SCI)
[42] Rainer Buckdahn, Juan Li (通讯作者), Jin Ma. A mean-field stochastic control problem with partial observations. Annals of Applied Probability. 27 (5), 3201-3245, 2017. (SCI)
[43] Rainer Buckdahn, Juan Li (通讯作者), Jin Ma. A stochastic maximum principle for general mean-field systems. Applied Mathematics and Optimization. 74 (3), 507-534, 2016. (SCI)
[44] 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)
[45] Tao Hao, Juan Li (通讯作者). Mean-field SDEs with jumps and nonlocal integral-PDEs. Nonlinear Differential Equations and Applications. 23 (2), 1-51, 2016. (SCI)
[46] Tao Hao, Juan Li (通讯作者). 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)
[47] 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)
[48] Juan Li (通讯作者), 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)
[49] 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)
[50] Juan Li, Qingmeng Wei. Stochastic differential games for fully coupled FBSDEs with jumps. Applied Mathematics and Optimization. 71 (3), 411-448, 2015. (SCI)
[51] Rainer Buckdahn, Juan Li (通讯作者), Marc Quincampoix. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Annals of Probability. 42 (4), 1724-1768, 2014. (SCI)
[52] 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)
[53] Juan Li, Qingmeng Wei. Lp estimates for fully coupled FBSDEs with jumps. Stochastic Processes and Their Applications. 124 (4), 1582-1611, 2014. (SCI)
[54] 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)
[55] Tao Hao, Juan Li (通讯作者). BSDEs coupled with value function and related optimal control problems. Abstract and Applied Analysis. Article ID 262713, 2014. (SCI)
[56] Rainer Buckdahn, Juan Li (通讯作者), 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)
[57] Rainer Buckdahn, Juan Li (通讯作者), 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)
[58] Juan Li. Stochastic maximum principle in the mean-field controls. Automatica. 48 (2), 366-373, 2012. (SCI)
[59] Rainer Buckdahn, Jianhui Huang, Juan Li (通讯作者). Regularity properties for general HJB equations. A BSDE method. SIAM Journal on Control and Optimization. 50 (3), 1466-1501, 2012. (SCI)
[60] Rainer Buckdahn, Ying Hu, Juan Li (通讯作者). Stochastic representation for solutions of Isaacs' type integral-partial differential equations. Stochastic Processes and Their Applications. 121 (12), 2715-2750, 2011. (SCI)
[61] Rainer Buckdahn, Juan Li (通讯作者). Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Acta Mathematicae Applicatae Sinica. 27 (4), 647-678, 2011. (SCI)
[62] Rainer Buckdahn, Boualem Djehiche, Juan Li (通讯作者). A general stochastic maximum principle for SDEs of mean-field type. Applied Mathematics and Optimization. 64 (2), 197-216, 2011. (SCI)
[63] Yanling Gu, Juan Li (通讯作者). Valuation of futures options with initial margin requirements and daily price limit. Acta Mathematica Sinica, English Series, 26 (3), 579-586, 2010 (SCI)
[64] Rainer Buckdahn, Juan Li (通讯作者), Shige Peng. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Processes and Their Applications. 119 (10), 3133-3154, 2009. (SCI)
[65] Rainer Buckdahn, Boualem Djehiche, Juan Li (通讯作者), Shige Peng. Mean-field backward stochastic differential equations. A limit approach. Annals of Probability. 37 (4), 1524-1565, 2009. (SCI)
[66] Rainer Buckdahn, Juan Li (通讯作者). Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Nonlinear Differential Equations and Applications. 16 (3), 381-420, 2009. (SCI)
[67] Juan Li (通讯作者), 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)
[68] Rainer Buckdahn, Juan Li (通讯作者). Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. SIAM Journal on Control and Optimization. 47 (1), 444-475, 2008. (SCI)
[69] 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)
[70] 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.
[71] Juan Li. Fully coupled forward-backward stochastic differential equations with general martingale. Acta Mathematica Scientia. 26 (3), 443-450, 2006. (SCI)
[72] Yanling Gu, Juan Li. The effects of changing margin levels on futures options price. J. Syst. Sci. Complex. 19 (4), 461-469, 2006.
[73] Juan Li. Backward stochastic differential equations with jumps under non-Lipschitz condition. (Chinese) J. Shandong Univ. Nat. Sci. 38 (3), 10-14, 2003.
[74] Zengjing Chen, Juan Li, Yongqing Wei. Minimum expectation and backward stochastic differential equations. (Chinese) Adv. Math. (China) 32 (4), 441-448, 2003.