General
Guilan Cao, Female
Email: glcao AT gucas.ac.cn
Telephone: 82640442
Mobile phone:
Address: School of Mathematical Sciences, Graduate University of Chinese Academy of Sciences, Beijing, P.R.China
Postcode: 100049
部门/实验室:数学科学学院

Research Areas

Stochastic analysis, Malliavin calculus, Mathematical finance

Education

2000-2005: Ph.D.degree, Department of Mathematics, Huazhong University of Science and Technology, Wuhan, P.R.China

Experience

   
Work Experience
2005-2007: Post-doctoral research, Department of Mathematical Sciences, Tsinghua University, Beijing, P.R.China
Teaching Experience
2007- 2010: Lecturer, School of Mathematical Sciences, Graduate University of Chinese Academy of Sciences, Beijing, P.R.China
2010- : Associate Professor, School of Mathematical Sciences, Graduate University of Chinese Academy of Sciences, Beijing, P.R.China

Honors & Distinctions

   

Publications

1. G.L.Cao, K.He: On a type of stochastic differential equations driven by countably many Brownian motions, Journal of Functional Analysis, Vol: 203/1, 2003, 262-285

2. G.L.Cao, K.He, X.C.Zhang: Successive approximations of infinite dimensional SDEs with jumps, Stochastics and Dynamics, Vol.5/4, 2005, 609-619

3. G.L.Cao, K.He: Quasi sure p-variation of fractional Brownian sheet, Stochastic Analysis and Applications, Vol: 24/6, 2006, 1223-1238

4. G.L.Cao, K.He: Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps, Stochastic Processes and their Applications, Vol.117/9, 2007, 1251-1264

5. G.L.Cao, K.He, Z.X.Liang: Quasi sure analysis of local times of anticipating smooth semimartingales, Bulletin des Sciences Mathematiques, Vol.131/8, 2007, 697-715
Papers
   
Patents
   

Research Interests

   

Conferences

   

Collaboration

   

Students

现指导学生

王勇  硕士研究生  070103-概率论与数理统计