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Kai Du

27 papers hereh-index 14605 citations48 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author20
  • middle author2
  • last author2

Across the 27 of 27 papers where every author was matched, so the position is known.

fields
  • math.PR16
  • math.OC7
  • math.AP3
  • q-fin.CP1
same name
  • Kai Du — 10 papers, h 5
  • Kai Du — 7 papers, h 4
  • Kai Du — 4 papers, h 4
  • Kai Du — 3 papers, h 1
  • Kai Du — 3 papers, h 2
  • Kai Du — 2 papers, h 0

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20092023
most citedAnalytic properties of American option prices under a modified Black-Scholes equation with spatial fractional derivatives

16 citations · 58 across the 27 of their papers we have counts for

collaborators
Showing math.APShow all

3 papers · 1 filter

math.AP2018★ 1 cited

The role of protection zone on species spreading governed by a reaction-diffusion model with strong Allee effect

Kai Du, Rui Peng, Ningkui Sun

It is known that a species dies out in the long run for small initial data if its evolution obeys a reaction of bistable nonlinearity. Such a phenomenon, which is termed as the str…

math.AP2015★ 3 cited

On the Cauchy problem for stochastic parabolic equations in Hölder spaces

Kai Du, Jiakun Liu

In this paper, we establish a sharp C2+α-theory for stochastic partial differential equations of parabolic type in the whole space.

math.AP2015

A Schauder estimate for stochastic PDEs

Kai Du, Jiakun Liu

Considering stochastic partial differential equations of parabolic type with random coefficients in vector-valued Hölder spaces, we obtain a sharp Schauder estimate. As an applicat…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.