[1]1998年-2002年，武汉大学 数学与统计学院 数学基地班 本科
[2]2002年-2007年，武汉大学 数学与统计学院 概率统计系 硕博连读

[1]2007年7月-2011年7月， 武汉大学 数学与统计学院 概率统计系 教学科研
[2]2017年2月-2018年7月， 美国南伊利诺伊大学 数学系 访问学者
[3]2025年3月-2026年2月，加拿大麦克马斯特大学数学与统计学院 访问学者
[4]2011年年9月至今， 深圳大学 数学与统计学院 统计系 教学科研

[1] Yao N, Li Z, Lin J. Asymptotic Smiles for an Affine Jump-Diffusion Model. Probability, Uncertainty and Quantitative Risk, 2025，10 (3): 385-404.
[2] Yao N, Mingqing Xiao, Songbin Wu. Optimization for Stochastic Model Arisen from Investment Problem Associated with Default Risk. International Journal of Financial Engineering, 2024，11 (3):2450006 (23 pages) .
[3] 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.
[4] Yao N, Xiao M. Asymptotic analysis for affine point processes with large initial intensity. Analysis and Application, 2019, 17(1): 117-143.
[5] Yao N, Zhang Z. Beckner inequalities for Moebius measures on spheres. ESAIM Probab. Stat., 2019，23：552–566.
[6] Yao N, Xiao M. Limit theorems for non- Markovian marked dynamic contagion processes. Journal of Mathematical Analysis and Applications. 2018, 464(1): 693-706.
[7] Yao N, Moderate deviations for multivariate Hawkes processes. Statistics & Probability Letters, 2018, 40: 71-76.
[8] Yao N, Optimal Leverage Ratio Estimate of Various Models for Leveraged ETFs to exceed a target. Int. J. Financ. Eng., 2018, 05(2): 37 pp.
[9] Cheng L, Li R, Wang R, Yao N. Moderate deviations for a stochastic wave equation in dimension three. Acta Applicandae Mathematicae, 2018, 158: 67–85.
[10] 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.
[11] Li Y, Wang R, Yao N, Zhang S. A moderate deviation principle for stochastic Volterra equation. Statistics & Probability Letters, 2017,122: 79-85.
[12] Yao N. Accurate pricing formulas for asian options with jumps. Journal of Mathematics, 2013, 33(5): 819–824.
[13] Hu S, Yao N. Exponential Convergence in Probability for Empirical Means of Levy Processes. Acta Mathematicae Applicatae Sinica-English Series. 2010, 26: 481-488.
[14] Wu L, Yao N, Zhang Z. L1 -uniqueness of Sturm-Liouville Operators. Science in China Series A: Mathematics, 2010, 53: 173-178.
[15] Guillin A, Leonard C, Wu L, Yao N. Transportation-information inequalities for Markov processes. Probab. Theory Relat. Fields., 2009, 144: 669-695.
[16] Wu L, Yao N. Large deviation principles for Markov processes via Phi-Sobolev inequalities. Electronic Communications in Probability, 2008, 13: 10–23.