基本信息
曹桂兰 女 硕导 数学科学学院
电子邮件: glcao@gucas.ac.cn
通信地址:北京市石景山区玉泉路19号(甲)
邮政编码:

研究领域

随机分析;Malliavin分析;金融数学

招生信息

硕士生导师
招生专业
070103-概率论与数理统计
招生方向
随机分析

教育背景

   
学历
-- 研究生
学位
-- 博士
出国学习工作
   

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
工作简历
   
社会兼职
   

教授课程

金融与保险精算、 随机分析、 寿险精算数学

专利与奖励

   
奖励信息
   
专利成果
   

出版信息

   
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
发表著作
   

科研活动

   
科研项目
(1) 双分数Brown运动的随机分析及应用,主持,国家级,2010-01--2012-12
参与会议
   

合作情况

   
项目协作单位
   

指导学生

现指导学生

王勇  硕士研究生  070103-概率论与数理统计