The following pages link to Juan Li (Q282615):
Displayed 50 items.
- Mean-field SDEs with jumps and nonlocal integral-PDEs (Q282616) (← links)
- Item:Q282615 (redirect page) (← links)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies (Q378340) (← links)
- Item:Q282615 (redirect page) (← links)
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Item:Q282615 (redirect page) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Stochastic representation for solutions of Isaacs' type integral-partial differential equations (Q645592) (← links)
- A general stochastic maximum principle for SDEs of mean-field type (Q649117) (← links)
- Mean-field backward stochastic differential equations and related partial differential equations (Q734629) (← links)
- Mean-field backward stochastic differential equations: A limit approach (Q838008) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations (Q1005288) (← links)
- A mean-field stochastic control problem with partial observations (Q1688031) (← links)
- Controlled mean-field backward stochastic differential equations with jumps involving the value function (Q1691939) (← links)
- Representation of asymptotic values for nonexpansive stochastic control systems (Q1713473) (← links)
- Backward stochastic differential equations coupled with value function and related optimal control problems (Q1722493) (← links)
- BSDEs in games, coupled with the value functions, associated nonlocal Bellman-Isaacs equations (Q1752105) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- Stochastic differential games with reflection and related obstacle problems for Isaacs equations (Q1942154) (← links)
- Reflected mean-field backward stochastic differential equations. Approximation and associated nonlinear PDEs (Q2019214) (← links)
- Partial derivative with respect to the measure and its application to general controlled mean-field systems (Q2021397) (← links)
- Representation of limit values for nonexpansive stochastic differential games (Q2219043) (← links)
- Valuation of futures options with initial margin requirements and daily price limit (Q2269620) (← links)
- Controlled reflected mean-field backward stochastic differential equations coupled with value function and related PDEs (Q2356559) (← links)
- Mean-field stochastic differential equations and associated PDEs (Q2412661) (← links)
- \(L^p\) estimates for fully coupled FBSDEs with jumps (Q2436790) (← links)
- The effects of changing margin levels on futures options price (Q2461310) (← links)
- Fully coupled forward-backward stochastic differential equations with general martingale (Q2507628) (← links)
- A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations (Q2642033) (← links)
- Fully coupled forward-backward SDEs involving the value function and associated nonlocal Hamilton−Jacobi−Bellman equations (Q2808056) (← links)
- Regularity Properties for General HJB Equations: A Backward Stochastic Differential Equation Method (Q2910912) (← links)
- Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain (Q2949592) (← links)
- Weak solutions of mean-field stochastic differential equations (Q2986703) (← links)
- Weak Solutions of Mean-Field Stochastic Differential Equations and Application to Zero-Sum Stochastic Differential Games (Q3178443) (← links)
- Optimal Control Problems of Fully Coupled FBSDEs and Viscosity Solutions of Hamilton--Jacobi--Bellman Equations (Q3192136) (← links)
- (Q3609474) (← links)
- Stochastic Differential Games and Viscosity Solutions of Hamilton–Jacobi–Bellman–Isaacs Equations (Q3614801) (← links)
- (Q4791555) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Probabilistic interpretation of a system of coupled Hamilton-Jacobi-Bellman-Isaacs equations (Q4999594) (← links)
- Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition (Q5086414) (← links)
- Representation Formulas for Limit Values of Long Run Stochastic Optimal Controls (Q5130026) (← links)
- Zero-sum and nonzero-sum differential games without Isaacs condition (Q5269850) (← links)
- Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents (Q5494884) (← links)
- Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations (Q6048573) (← links)
- Controlled compartmental models with time-varying population: normalization, viability and comparison (Q6050151) (← links)
- A stochastic maximum principle for partially observed general mean-field control problems with only weak solution (Q6056576) (← links)
- A general conditional McKean-Vlasov stochastic differential equation (Q6104018) (← links)
- BSDEs generated by fractional space-time noise and related SPDEs (Q6160578) (← links)