Juan Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A stochastic maximum principle for partially observed general mean-field control problems with only weak solution	2023-10-30	Paper
Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations	2023-10-11	Paper
Controlled compartmental models with time-varying population: normalization, viability and comparison	2023-09-18	Paper
On the near-viability property of controlled mean-field flows	2023-07-26	Paper
BSDEs generated by fractional space-time noise and related SPDEs	2023-06-26	Paper
A general conditional McKean-Vlasov stochastic differential equation	2023-06-05	Paper
Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition	2022-07-05	Paper
A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models	2021-09-08	Paper
Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations	2021-07-07	Paper
Partial derivative with respect to the measure and its application to general controlled mean-field systems	2021-04-27	Paper
Representation of limit values for nonexpansive stochastic differential games	2021-01-19	Paper
Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls	2020-11-03	Paper
Backward stochastic differential equations coupled with value function and related optimal control problems	2019-02-14	Paper
Representation of asymptotic values for nonexpansive stochastic control systems	2019-01-25	Paper
BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations	2018-05-25	Paper
Controlled mean-field backward stochastic differential equations with jumps involving the value function	2018-01-25	Paper
A mean-field stochastic control problem with partial observations	2018-01-04	Paper
Mean-field stochastic differential equations and associated PDEs	2017-10-24	Paper
Zero-sum and nonzero-sum differential games without Isaacs condition	2017-06-28	Paper
Weak solutions of mean-field stochastic differential equations	2017-05-16	Paper
A stochastic maximum principle for general mean-field systems	2017-04-03	Paper
Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games	2016-07-13	Paper
Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations	2016-05-26	Paper
Mean-field SDEs with jumps and nonlocal integral-PDEs	2016-05-12	Paper
Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain	2015-10-02	Paper
Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs	2015-07-30	Paper
Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs	2015-03-27	Paper
Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations	2014-09-26	Paper
Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition	2014-08-22	Paper
Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents	2014-07-30	Paper
\(L^p\) estimates for fully coupled FBSDEs with jumps	2014-02-26	Paper
Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies	2013-11-11	Paper
Stochastic differential games with reflection and related obstacle problems for Isaacs equations	2013-03-18	Paper
Stochastic maximum principle in the mean-field controls	2013-03-12	Paper
Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method	2012-09-12	Paper
A general stochastic maximum principle for SDEs of mean-field type	2011-11-30	Paper
Stochastic representation for solutions of Isaacs' type integral-partial differential equations	2011-11-10	Paper
Valuation of futures options with initial margin requirements and daily price limit	2010-03-17	Paper
Mean-field backward stochastic differential equations and related partial differential equations	2009-10-13	Paper
Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers	2009-09-02	Paper
Mean-field backward stochastic differential equations: A limit approach	2009-08-21	Paper
Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations	2009-03-10	Paper
Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations	2009-03-09	Paper
https://portal.mardi4nfdi.de/entity/Q3609474	2009-03-06	Paper
The effects of changing margin levels on futures options price	2007-11-27	Paper
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations	2007-08-20	Paper
Fully coupled forward-backward stochastic differential equations with general martingale	2006-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q4791555	2003-01-28	Paper

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