Faculty

Current position： Home Faculty List By job title All of it Associate Professor_Associate Professor_senior lecturer Content
Yao Nian

  • Educational level:Ph.D. and above

  • 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

姚念，女，1980年11月生。副教授，研究领域为金融随机分析，随机算法。主持完成国家自然科学基金两项。 当前主持省级、市级、校级项目各一项，参与国家自然科学基金一项。发表SCI学术论文十余篇。目前主要的研究兴趣是随机计算和模拟。

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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