Guilan Cao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimates of the difference between two probability densities of Wiener functionals and its application Journal of Theoretical Probability	2021-06-08	Paper
scientific article; zbMATH DE number 7108747 (Why is no real title available?)	2019-09-20	Paper
Analysis and simulation of stock price in a stochastic volatility model with jumps	2016-08-10	Paper
Quasi sure q-variation of a type of continuous Gaussian processes Acta Mathematicae Applicatae Sinica	2012-10-05	Paper
Quasi sure analysis of local times of anticipating smooth semimartingales Bulletin des Sciences Mathématiques	2008-01-08	Paper
Successive approximation of infinite dimensional semilinear backward stochastic evolution equations with jumps Stochastic Processes and their Applications	2007-08-20	Paper
Quasi-sure p-variation of fractional Brownian motion Statistics & Probability Letters	2007-06-26	Paper
Existence and pathwise uniqueness of solutions to stochastic differential equations driven by countably many Brownian sheets	2007-06-14	Paper
scientific article; zbMATH DE number 5140819 (Why is no real title available?)	2007-04-05	Paper
scientific article; zbMATH DE number 5140823 (Why is no real title available?)	2007-04-05	Paper
Quasi Sure<i>p</i>-Variation of Fractional Brownian Sheet Stochastic Analysis and Applications	2007-02-15	Paper
SUCCESSIVE APPROXIMATIONS OF INFINITE DIMENSIONAL SDES WITH JUMP Stochastics and Dynamics	2005-12-09	Paper
On a type of stochastic differential equations driven by countably many Brownian motions Journal of Functional Analysis	2003-10-14	Paper

Research outcomes over time

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