3 citations · 7 across the 3 of their papers we have counts for
3 papers
math.PR2012★ 2 cited
Reflected Mean-Field Backward Stochastic Differential Equations. Approximation and Associated Nonlinear PDEs
Juan Li
Mathematical mean-field approaches have been used in many fields, not only in Physics and Chemistry, but also recently in Finance, Economics, and Game Theory. In this paper we will…
math.PR2012★ 2 cited
Regularity properties for general HJB equations. A BSDE method
Rainer Buckdahn, Jianhui Huang, Juan Li
In this work we investigate regularity properties of a large class of Hamilton-Jacobi-Bellman (HJB) equations with or without obstacles, which can be stochastically interpreted in…
math.OC2010★ 3 cited
Integral-Partial Differential Equations of Isaacs' Type Related to Stochastic Differential Games with Jumps
Rainer Buckdahn, Ying Hu, Juan Li
In this paper we study zero-sum two-player stochastic differential games with jumps with the help of theory of Backward Stochastic Differential Equations (BSDEs). We generalize the…