何凯（研究员）的个人简介
姓名: 何凯最高学历: 博士研究生最高学位: 博士毕业院校: 华中科技大学无穷维随机分析 Cao Guilan, He Kai. On a type of stochastic differential equations driven by countably many Brownian motions. Journal of Functional Analy...个人简况
姓名: 何凯
最高学历: 博士研究生
最高学位: 博士
毕业院校: 华中科技大学
研究方向
无穷维随机分析
主要成果
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.
He Kai, Ren Jiagang. Quasi sure quadratic variation of local times of smooth semimartingales. Bulletin des Sciences Mathematiques, Vol. 128/2, 2004.
Cao Guilan, He Kai, Zhang Xicheng. Successive approximations of infinite dimensional SDEs with jumps. Stochastics and Dynamics, Vol. 5/4, 2005.
Cao Guilan, He Kai. Quasi sure p-variation of fractional Brownian sheet. Stochastic Analysis and Applications, Vol. 24/6, 2006.
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.
Cao Guilan, He Kai. Quasi sure p-variation of fractional Brownian Motion. Statistics and Probability Letters, Vol.77/5, 2007.
Cao Guilan, He Kai, Liang Zongxia. Quasi sure analysis of local times of anticipating smooth semimartingales. Bulletin des Sciences Mathematiques, Vol.131/8, 2007.
