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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 2009 · math.PRShow all

2 papers · 2 filters

math.PR2009★ 2 cited

Notes on the Cauchy Problem for Backward Stochastic Partial Differential Equations

Kai Du, Qingxin Meng

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in the whole Euclidean space. Improved existence and uniqueness resul…

math.PR2009★ 6 cited

On the Dirichlet Problem for Backward Parabolic Stochastic Partial Differential Equations in General Smooth Domains

Kai Du, Shanjian Tang

Backward stochastic partial differential equations of parabolic type with variable coefficients are considered in smooth domains. Existence and uniqueness results are given in weig…

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