曹桂兰

中科院研究生院数学科学学院副教授

曹桂兰,女,硕士生导师,博士,中科院研究生院数学科学学院副教授,研究领域为随机分析;Malliavin分析;金融数学。[0]2005-2007,清华大学博士后

曹桂兰,女,硕士生导师,博士,中科院研究生院数学科学学院副教授,研究领域为随机分析;Malliavin分析;金融数学。[1]

工作经历

2005-2007,清华大学博士后

2007-2010,中科院研究生院数学科学学院讲师

2010-,中科院研究生院数学科学学院副教授

教授课程

金融与保险精算、随机分析、寿险精算数学

代表性论文

(1)一类连续Gauss过程的拟必然q变差,Quasi Sure q-variation of a Type of Continuous Gaussian Process,应用数学学报,2011,第1作者

(2) Existence and pathwise uniqueness of solutions to sde driven by a class of special semimartingale,Journal of the Graduate School of the Chinese Academy of Sciences(中国科学院研究生院学报),2011

(3) Quasi sure analysis of local times of anticipating smooth semimartingales,Bulletin des Sciences Mathematiques,2007

(4) Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps,Stochastic Processes and their Applications,2007

(5) Quasi sure p-variation of fractional Brownian motion,Statistics and Probability Letters,2007

(6)由无穷个Brown单驱动的随机微分方程解的存在唯一性,Existence and pathwise uniqueness of solutions to stochastic differential equations driven by countably many Brownian sheets,Acta Mathematica Scientia A(数学物理学报中文版),2006

(7)连续局部鞅的无穷维随机积分表示,The infinite dimensional stochastic integral representation of continuous local martingale,Journal of Huazhong University of Science and Technology Nature Science Edition(华中科技大学学报自然科学版),2006

(8) Successive approximations of solutions to stochastic differential equations with jump in the plane,Mathematica Applicata(应用数学),2006

(9) Existence and pathwise uniqueness of solutions to stochastic differential equations in Banach space,Mathematica Applicata(应用数学),2006

(10) Quasi sure p-variation of fractional Brownian sheet,Stochastic Analysis and Applications,2006

(11) Successive Approximations Of Infinite Dimensional Sdes With Jump,Stochastics and Dynamics,2005

(12) On a type of stochastic differential equations driven by countably many Brownian motions,Journal of Functional Analysis,2003

科研项目

双分数Brown运动的随机分析及应用,主持,国家级

参考资料 1

  1. 曹桂兰-中国科学院大学-UCAS — 中国科学院大学
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