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Yao Nian

  • Educational level:

  • Professional titles: Associate Professor

  • Telephone:0755-26532165

  • Email:vaonian@szu.edu.cn

  • Address:Room 311,Huixing Building

Educational level Professional titles Associate Professor
Professional titles 0755-26532165 Email vaonian@szu.edu.cn
Address Room 311,Huixing Building Personal Profile
Educational experience Work experience
Research Field Honors obtained
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."

Personal Profile

Yao Nian, female, born in November 1980. Associate Professor, Research Area for financial stochastic analysis, stochastic algorithms. He presided over the completion of two projects funded by the National Natural Science Foundation of China. At present, he is in charge of one provincial-level, one municipal-level and one school-level project, and one National Natural Science Fund project. Published more than ten SCI academic papers. At present, the main research interest is stochastic computation and simulation.

Educational experience

Work experience

Research Field

Honors obtained

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."

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