教育/学习经历：

2010.10—2014.07 勒芒大学 数学    博士   导师：Marina Kleptsyna教授

2008.09—2010.09 勒芒大学 应用数学 硕士  导师：Marina Kleptsyna教授

2004.09—2008.07 武汉大学   数学基地班 学士 

工作经历：

2019.07—2021.09   上海财经大学  副教授

2014.08—2019.03   南开大学     讲师

访问交流：

2017.01-2018.10    法国 国立信息与统计学校(雷恩)

 研究方向：

过程统计，分数布朗运动，非适应随机分析

 联系方式：

caichh9@mail.sysu.edu.cn

发表论文：

1.Chunhao Cai, Pavel Chigansky and Marina Kleptsyna, 《Mixed Gaussian Processes: A Filtering Approach》, Annals of Probability, 44(4), 3032-3075, 2016.

2. Chunhao Cai and Bo Li, 《Occupation Times of Intervals Unitl Last Passage Times for Spectrally Negative Levy Processes》， Journal of Theoretical Probability, 31, 2194-2215, 2018.

3. Chunhao Cai, Nan Chen and Honglong You, 《Nonparametric Estimation for a Spectrally negative Levy Risk Process Based on Low-Frequency Observation》, Journal of Computational and Applied Mathematics, 328, 432-442, 2018.

4. Chunhao Cai and Weilin Xiao, 《Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion》, Journal of Integral Equations and Applications, 33(1), 1-17, 2021.

5. Alexandre Brouste, Chunhao Cai, Marius Soltane and Long min Wang, 《Testing for the change of the mean reverting parameter of an autoregressive model with stationary Gaussian noise》, Statistical Inference for Stochastic Processes, 23(2), 301-318, 2021.

6. Chunhao Cai, Qinghua Wang and Weilin Xiao,《Mixed Sub-fractional Brownian Motion and Drift Estimation of Related Ornstein-Uhlenbeck Process》， Communication in Mathematics and Statistics, accepted.

近期学术活动:

1. 2021.6.4-6.7  组织 随机过程与应用研讨会 地点: 上海财经大学数学学院

2. 2021.10.1-10.3 参加 首届华人青年学者概率论与相关课题研讨会 地点: 湘潭大学

3. 2021.7.14-7.15 参加 极值分析与应用(Extreme Value Analysis and its Applications) 研讨会 

    地点: 西交利物浦大学。报告题目: The AR(p) processes with Stationary Gaussian noise.