Juan Li

Finance · with Buckdahn · 2007–2017

A researcher in the Science corpus: 7 papers; trusts 12 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it; #1,401 of 10,518 by trust here, #1,424 by citations
• Economics and Econometrics — 15 citations into it; #13,196 of 23,481 by trust here, #14,996 by citations
• Demography — 10 citations into it; #1,345 of 4,236 by trust here, #1,883 by citations
• Applied Mathematics — 5 citations into it

Whom Juan Li trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Rainer Buckdahn
2. Shige Peng
3. Boualem Djehiche
4. Jean-Michel Lasry
5. René A. Carmona
6. Pierre Cardaliaguet
7. Pierre-Louis Lions
8. François Delarue
9. Peter E. Kloeden
10. Jiongmin Yong

Who trusts Juan Li overall

1. Rainer Buckdahn
2. Huyen Pham
3. Jean-François Chassagneux
4. P. J. Graber
5. X. Mao
6. Panpan Ren
7. Jiongmin Yong
8. P. C. D. Raynal
9. Xunjing Li
10. Boualem Djehiche

Papers from Juan Li's perspective

Ordered by how strongly the researchers Juan Li trusts endorse each paper. Same corpus, a different order for every researcher.

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
3. Mean-field backward stochastic differential equations and related partial differential equations
4. Mean field games
5. A Maximum Principle for SDEs of Mean-Field Type
6. Mean-field stochastic differential equations and associated PDEs
7. A General Stochastic Maximum Principle for SDEs of Mean-field Type
8. Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics
9. Backward stochastic differential equations with locally Lipschitz coefficient
10. Control of McKean–Vlasov dynamics versus mean field games

Their papers

• A General Stochastic Maximum Principle for SDEs of Mean-field Type (2011) — 337 citations
• A mean-field stochastic control problem with partial observations (2017) — 64 citations
• Mean-field forward and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs (2017) — 75 citations
• A Stochastic Maximum Principle for General Mean-Field Systems (2016) — 86 citations
• Mean-field stochastic differential equations and associated PDEs (2014) — 361 citations
• Mean-field backward stochastic differential equations and related partial differential equations (2007) — 377 citations
• Mean-field backward stochastic differential equations: A limit approach (2007) — 341 citations