何凱

中國科學院副研究員

個人簡況


姓名: 何凱
最高學歷: 博士研究生
最高學位: 博士

研究方向


無窮維隨機分析

主要成果


[1]Cao Guilan, He Kai. On a type of stochastic differential equations driven by countably many Brownian motions. Journal of Functional Analysis, Vol. 203/1, 2003.
[2]He Kai, Ren Jiagang. Quasi sure quadratic variation of local times of smooth semimartingales. Bulletin des Sciences Mathematiques, Vol. 128/2, 2004.
[3]Cao Guilan, He Kai, Zhang Xicheng. Successive approximations of infinite dimensional SDEs with jumps. Stochastics and Dynamics, Vol. 5/4, 2005.
[4]Cao Guilan, He Kai. Quasi sure p-variation of fractional Brownian sheet. Stochastic Analysis and Applications, Vol. 24/6, 2006.
[5]Cao Guilan, He Kai. Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps. Stochastic Processes and their Applications, Vol.117/9, 2007.
[6]Cao Guilan, He Kai. Quasi sure p-variation of fractional Brownian Motion. Statistics and Probability Letters, Vol.77/5, 2007.
[7]Cao Guilan, He Kai, Liang Zongxia. Quasi sure analysis of local times of anticipating smooth semimartingales. Bulletin des Sciences Mathematiques, Vol.131/8, 2007.