李娟

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；

2009年9月至今任美國數學會《數學評論》評論員；

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，山東師範大學，概率論與數理統計，碩士；

1990/9-1994/7，山東師範大學，數學，學士。

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傑出青年基金，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。

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。

發表的部分論文目錄（註：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）：

[1] 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), 931, 2021.(SCI)

[2] 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)

[3] Juan Li, Chuanzhi Xing, Ying Peng. Comparison theorems for multi-dimensional general mean-field BDSDEs. Acta Mathematica Scientia. 41(2), 535-551, 2021.(SCI)

[4] 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)

[5] 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)

[6] Rainer Buckdahn, Juan Li(通訊作者), 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)

[7] Juan Li, Nana Zhao. Representation of asymptotic values for nonexpansive stochastic control systems, Stochastic Processes and Their Applications. 129(2), 634-673, 2019. (SCI)

[8] Juan Li, Wenqiang Li. Nash equilibrium payoffs for non-zero-sum stochastic differential games without Isaacs condition. Stochastic. 91(1), 1-36, 2019. (SCI)

[9] 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)

[10] 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)

[11] 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)

[12] 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)

[13] Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications. 35(3), 542-568, 2017. (SCI)

[14] 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)

[15] 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)

[16] Juan Li, Rainer Buckdahn, Jin Ma. A stochastic maximum principle for general mean-field systems. Applied Mathematics and Optimization. 74(3), 507-534, 2016. (SCI)

[17] 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)

[18] 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)

[19] Tao Hao, Juan Li (通訊作者). 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)

[20] 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)

[21] 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)

[22] Juan Li, Wenqiang Li. Controlled reflected mean-field backward stochastic differrential equations coupled with value function and related PDEs. Mathematical control and related fields. 5(3), 501-516, 2015. (SCI)

[23] Juan Li, Qingmeng Wei. Stochastic differential games for fully coupled FBSDEs with jumps. Applied Mathematics & Optimization. 71(3), 411-448, 2015. (SCI)

[24] 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)

[25] 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)

[26] Juan Li, Qingmeng Wei. Lp estimates for fully coupled FBSDEs with jumps. Stochastic Processes and Their Applications. 124(4), 1582-1611, 2014. (SCI)

[27] 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)

[28] 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)

[29] 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)

[30] 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)

[31] Juan Li. Stochastic maximum principle in the mean-field controls. Automatica. 48 (2), 366-373, 2012. (SCI)

[32] 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)

[33] 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)

[34] 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)

[35] Rainer Buckdahn, Boualem Djehiche, Juan Li (通訊作者). A general stochastic maximum principle for SDEs of mean-field type. Applied Mathematics and Optimization. 64(2), 197-216, 2011(SCI)

[36] 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)

[37] 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)

[38] 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)

[39] 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)

[40] 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)

[41] 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)

[42] 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)

[43] Juan Li. Fully coupled forward-backward stochastic differential equations with general martingale. Acta Mathematica Scientia. 26 (3), 443-450, 2006. (SCI)