| Academic Programs |
|
Scientific research |
1. Yao N, Lin Z, Zhang J, Xiao M. Short Maturity Conditional Asian Options in Local Volatility Models. Mathematics and Financial Economics 2020，14: 307–328.
2. Yao N, Zhang Z. Beckner inequalities for Moebius measures on spheres. ESAIM Probab. Stat. 2019，23：552–566.
3. Yao N, Xiao M. Asymptotic analysis for affine point processes with large initial intensity. Analysis and Application, 2019, 17(1): 117–143.
4. Yao N, Xiao M. Limit theorems for non-markovian marked dynamic contagion processes. Journal of Mathematical Analysis and Applications, 2018, 464(1):693-706.
5. Yao N, Moderate deviations for multivariate Hawkes processes. Statistics & Probability Letters, 2018, 40: 71-76.
6. Li Y, Wang R, Yao N, Zhang S. Moderate deviations for a fractional stochastic heat equation with spatially correlated noise. Stochastics and Dynamics, 2017, 17, 23pp.
7. Hu S, Yao N. Exponential Convergence in Probability for Empirical Means of Levy Processes. Acta Mathematicae Applicatae Sinica-English Series, 2010, 26, 481-488.
8. Wu, L.; Yao, N; Zhang, Z. L1-uniqueness of Sturm-Liouville operators. Sci. China Math. 53 (2010), no. 1, 173–178.
9. Guillin, A.; Léonard, C.; Wu, L.; Yao, N. Transportation-information inequalities for Markov processes. Probab. Theory Related Fields 144 (2009), no. 3-4, 669–695.
10. Wu, L.; Yao, N. Large deviation principles for Markov processes via Φ-Sobolev inequalities. Electron. Commun. Probab. 13 (2008), 10–23." |
