山东大学威海校区数学与统计学院副院长，教授，山东大学理学博士，复旦大学、法国布雷塔尼亚大学（University of Bretagne Occidentale）博士后。
人物经历
2016年任《Probability, Uncertainty and Quantitative Risk》Managing Editor；
2014年任第七届《系统科学与数学》编委；
2008/年5月至今任数学与统计学院副院长；
2007/9-至今，山东大学（威海），数学与统计学院，教授；
2004/9-2007/9，山东大学（威海），数学与统计学院，副教授；
2011/6-至今，山东大学（威海），数学与统计学院，博士生导师；
2006/6-至今，山东大学（威海），数学与统计学院，硕士生导师；
2005/2-2007/1，复旦大学数学院博士后；法国西布雷塔尼亚大学数学系博士后。
2000/9-2003/7，山东大学，概率论与数理统计，博士；
1994/9-1997/7，山东师范大学，概率论与数理统计，硕士；
1990/9-1994/7，山东师范大学，数学，学士。
主要贡献
主持的省部级以上科研项目及人才计划项目情况（按时间倒序排）：
1)国家自然科学基金委员会与英国皇家学会、英国医学科学院人才项目（简称艾萨克·牛顿高级学者基金项目），11661130148、《非线性期望下随机动力系统的遍历理论》、2016/03-2019/02、在研、主持。
2)国家自然科学基金优秀青年基金，11222110、《随机微分对策和随机控制理论及其应用》、2013/01-2015/12、已结题、主持。
3)教育部新世纪优秀人才，NCET-12-0331、2013/01-2015/12、已结题、主持。
4)山东省自然科学基金杰出青年基金，JQ201202、《随机控制，随机分析》、2012/07-2015/07、已结题、主持。
5)国家自然科学基金面上项目，11071144、《平均场随机系统理论及其应用》、2011/01-2013/12、已结题、主持。
6)山东省优秀中青年科学家科研奖励基金，BS2011SF010、《正倒向随机系统理论及其应用》、2011/07-2014/07、已结题、主持。
7)国家自然科学基金青年基金，10701050、《随机微分对策理论及其应用》、2008/01-2010/12、已结题、主持。
8)山东省自然科学基金青年基金，Q2007A04、《反射倒向随机微分方程理论及其应用》、2008/01-2010/12、已结题、主持。
9)国家自然科学基金天元基金，10426022、《非线性期望及其在金融中的应用》、2005/01-2005/12、已结题、主持。
10)教育部留学回国基金，《倒向随机微分方程理论及其应用》、2008/01-2010/12、已结题、主持。
获奖记录
2018年山东大学优秀研究生指导教师；
2018年山东大学（威海）第九届“我最喜爱的导师”；
2015年山东大学（威海）第六届“我最喜爱的导师”；
2014年山东大学优秀教师；2014年度宝钢优秀教师；
2013年山东省教育工会三八红旗手。
论著
发表的部分论文目录（注：按照本方向国际惯例，论文作者排名按照姓名英文字母顺序）：
Florin Avram, Dan Goreac, Juan Li, Xiaochi 吴语 Equity cost induced dichotomy for optimal dividends with capital injections in the Cramer-Lundberg model. 数学 9(9), 931, 2021.(SCI)
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)
Juan Li, Chuanzhi Xing, Ying peng Comparison theorems for multi-dimensional general mean-field BDSDEs. Acta Mathematica Scientia. 41(2), 535-551, 2021.(SCI)
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)
Rainer Buckdahn, Juan Li(通讯作者), Nana Zhao. Representation of limit values for nonexpansive stochastic differential games. Journal of Differential Equations. 276(5), 187-277, 2021. (SCI)
Rainer Buckdahn, Juan Li(通讯作者), 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)
Juan Li, Nana Zhao. Representation of AGB星 values for nonexpansive stochastic control systems, Stochastic Processes and Their Applications. 129(2), 634-673, 2019. (SCI)
Juan Li, Wenqiang Li. Nash Equilibrium payoffs for non-Zero Sum stochastic differential games without Isaacs condition. Stochastic. 91(1), 1-36, 2019. (SCI)
Juan Li, Hao Liang, Xiao Zhang. General 平均数field BSDEs with continuous coefficients. Journal of Mathematical Analysis and Applications. 466(1), 264-280，2018. (SCI)
Juan Li. Mean-field 前锋 and backward SDEs with jumps and associated nonlocal quasi-linear integral-PDEs. Stochastic Processes and Their Applications. 128(9), 3118-3180, 2018. (SCI)
Rainer Buckdahn, Juan Li(通讯作者), Shige Peng, Catherine Rainer. Mean-field stochastic differential equations and associated PDEs. Annals of Probability. 45(2), 824–878, 2017. (SCI)
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)
Juan Li, Hui Min. Weak solutions of mean-field stochastic differential equations. Stochastic Analysis and Applications. 35(3), 542-568, 2017. (SCI)
Tao Hao, Juan Li (通讯作者). BSDEs in games, coupled with the value functions. Associated nonlocal Bellman-Isaacs equations. Acta Mathematica Scientia. 37(5): 1497–1518, 2017. (SCI)
Rainer Buckdahn, Juan Li (通讯作者), Jin Ma. A mean-field stochastic control problem with partial observations. Annals of Applied Probability. 27(5), 3201–3245, 2017. (SCI)
Juan Li, Rainer Buckdahn, Jin Ma. A stochastic maximum principle for general mean-field systems. Applied 数学 and Optimization. 74(3), 507-534, 2016. (SCI)
Juan Li, Hui Min. Controlled mean-field backward stochastic differential equations with jumps involving the value 函数 Journal of Systems Science and Complexity. 29(5), 1238-1286, 2016. (SCI)
Tao Hao, Juan Li (通讯作者). Mean-field SDEs with jumps and nonlocal integral-PDEs. Nonlinear Differential Equations and Applications. 23(2), 1-51, 2016. (SCI)
Tao Hao, Juan Li (通讯作者). Fully coupled 前锋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)
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)
Juan Li (通讯作者), 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)
Juan Li, Wenqiang Li. Controlled reflected 平均数field backward stochastic differrential equations coupled with value 函数 and related PDEs. Mathematical control and related fields. 5(3), 501-516, 2015. (SCI)
Juan Li, Qingmeng Wei. Stochastic differential games for fully coupled FBSDEs with jumps. Applied 数学 \u0026 Optimization. 71(3), 411-448, 2015. (SCI)
Rainer Buckdahn, Juan Li (通讯作者), Marc Quincampoix. Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition. Annals of Probability. 42 (4), 1724-1768, 2014. (SCI)
Juan Li. Reflected 平均数field backward stochastic differential equations. Approximation and associated nonlinear PDEs. Journal of Mathematical Analysis and Applications. 413(1), 47-68, 2014. (SCI)
Juan Li, Qingmeng Wei. Lp estimates for fully coupled FBSDEs with jumps. Stochastic Processes and Their Applications. 124(4), 1582-1611, 2014. (SCI)
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)
Tao Hao, Juan Li (通讯作者). BSDEs coupled with value function and related optimal control problems. Abstract and Applied Analysis. Article ID 262713, 2014. (SCI)
Rainer Buckdahn, Juan Li (通讯作者), 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)
Rainer Buckdahn, Juan Li (通讯作者), 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)
Juan Li. Stochastic maximum principle in the 平均数field controls. Automatica. 48 (2), 366-373, 2012. (SCI)
Rainer Buckdahn, Jianhui Huang, Juan Li (通讯作者). Regularity properties for general HJB equations. A BSDE method. SIAM Journal on Control and Optimization. 50 (3), 1466-1501, 2012. (SCI)
Rainer Buckdahn, Ying Hu, Juan Li (通讯作者). Stochastic representation for solutions of Isaacs' type integral-partial differential equations. Stochastic Processes and Their Applications. 121 (12), 2715-2750, 2011. (SCI)
Rainer Buckdahn, Juan Li (通讯作者). Stochastic differential games with reflection and related obstacle problems for Isaacs equations. Acta Mathematicae Applicatae Sinica. 27 (4), 647-678, 2011. (SCI)
Rainer Buckdahn, Boualem Djehiche, Juan Li (通讯作者). A general stochastic maximum principle for SDEs of mean-field type. Applied 数学 and Optimization. 64(2), 197-216, 2011(SCI)
Yanling Gu, Juan Li (通讯作者). Valuation of futures options with initial margin requirements and daily price limit. Acta Mathematica Sinica, English Series, 26(3), 579-586, 2010 (SCI)
Rainer Buckdahn, Juan Li (通讯作者), Shige Peng. Mean-field backward stochastic differential equations and related partial differential equations. Stochastic Processes and Their Applications. 119(10), 3133-3154, 2009. (SCI)
Rainer Buckdahn, Boualem Djehiche, Juan Li (通讯作者), Shige Peng. Mean-field backward stochastic differential equations. A limit approach. Annals of Probability. 37 (4), 1524-1565, 2009. (SCI)
Rainer Buckdahn, Juan Li (通讯作者). Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers. Nonlinear Differential Equations and Applications. 16(3), 381-420, 2009. (SCI)
Juan Li (通讯作者), Shige Peng. Stochastic optimization theory of backward stochastic differential equations with jumps and viscosity solutions of Hamilton-Jacobi-Bellman equations. Nonlinear Analysis: Theory, Methods \u0026 Applications. 70 (4), 1776-1796, 2009. (SCI)
Rainer Buckdahn, Juan Li (通讯作者). Stochastic differential games and viscosity solutions of Hamilton-Jacobi-Bellman-Isaacs equations. SIAM Journal on Control and Optimization. 47 (1), 444-475, 2008. (SCI)
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)
Juan Li. Fully coupled 前锋backward stochastic differential equations with general martingale. Acta Mathematica Scientia. 26 (3), 443-450, 2006. (SCI)