Juan Li

发表

Partial derivative with respect to the measure and its application to general controlled mean-field systems

Rainer Buckdahn, Yajie Chen, Juan Li, 2021 .

Representation of limit values for nonexpansive stochastic differential games

Rainer Buckdahn, Juan Li, Nana Zhao, 2021 .

Stochastic differential games with reflection and related obstacle problems for Isaacs equations

Rainer Buckdahn, Juan Li, Juan Li, 2007, 0707.1133.

Reflected Mean-Field Backward Stochastic Differential Equations. Approximation and Associated Nonlinear PDEs

Juan Li, Juan Li, 2012, 1210.0628.

Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems

Tao Hao, Juan Li, Tao Hao, 2014 .

Stochastic representation for solutions of Isaacs’ type integral–partial differential equations

Ying Hu, Rainer Buckdahn, Juan Li, 2011 .

A General Stochastic Maximum Principle for SDEs of Mean-field Type

Boualem Djehiche, Rainer Buckdahn, Juan Li, 2011 .

A Stochastic Maximum Principle for General Mean-Field Systems

Jin Ma, Rainer Buckdahn, Juan Li, 2016 .

Thermal Oxidation of Silicon Carbide Substrates

Xiaobo Hu, Minhua Jiang, Xiangang Xu, 2009 .

Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers

Rainer Buckdahn, Juan Li, Juan Li, 2008 .

Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition

Marc Quincampoix, Rainer Buckdahn, Juan Li, 2014, 1407.7326.

Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps

Ying Hu, Rainer Buckdahn, Juan Li, 2010, 1004.2752.