何凯

何凯，中国科学院数学与系统科学研究院副研究员，毕业于华中科技大学。

个人简况

姓名: 何凯

最高学历: 博士研究生

最高学位: 博士

研究方向

无穷维随机分析

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.

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.

[4]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, 飞鱼座117/9, 2007.

Cao Guilan, He Kai. Quasi sure p-variation of fractional Brownian Motion. 统计学 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.

参考资料

副研究员.中国科学院数学与系统科学研究院.2014-12-21