| 科研成果 |
<p>[1]
Yao N. Scaling limits for INAR(∞) processes. Communications in Statistics - Theory and Methods, 2026, Published online.
<br>[2]
Yao N, Li Z, Lin J. Asymptotic Smiles for an Affine Jump-Diffusion Model. Probability, Uncertainty and Quantitative Risk, 2025, 10(3): 385-404.
<br>[3]
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).
<br>[4]
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.
<br>[5]
Yao N, Xiao M. Asymptotic analysis for affine point processes with large initial intensity. Analysis and Application, 2019, 17(1): 117-143.
<br>[6]
Yao N, Zhang Z. Beckner inequalities for Moebius measures on spheres. ESAIM Probab. Stat., 2019, 23: 552–566.
<br>[7]
Yao N, Xiao M. Limit theorems for non-Markovian marked dynamic contagion processes. Journal of Mathematical Analysis and Applications, 2018, 464(1): 693-706.
<br>[8]
Yao N. Moderate deviations for multivariate Hawkes processes. Statistics & Probability Letters, 2018, 140: 71-76.
<br>[9]
Yao N. Optimal Leverage Ratio Estimate of Various Models for Leveraged ETFs to exceed a target. International Journal of Financial Engineering, 2018, 5(2): 37 pp.
<br>[10]
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.
<br>[11]
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: 23 pp.
<br>[12]
Li Y, Wang R, Yao N, Zhang S. A moderate deviation principle for stochastic Volterra equation. Statistics & Probability Letters, 2017, 122: 79-85.
<br>[13]
Yao N. Accurate pricing formulas for Asian options with jumps. Journal of Mathematics, 2013, 33(5): 819–824.
<br>[14]
Hu S, Yao N. Exponential convergence in probability for empirical means of Levy processes. Acta Mathematicae Applicatae Sinica-English Series, 2010, 26: 481-488.
<br>[15]
Wu L, Yao N, Zhang Z. L1-uniqueness of Sturm-Liouville operators. Science in China Series A: Mathematics, 2010, 53: 173-178.
<br>[16]
Guillin A, Leonard C, Wu L, Yao N. Transportation-information inequalities for Markov processes. Probability Theory and Related Fields, 2009, 144: 669-695.
<br>[17]
Wu L, Yao N. Large deviation principles for Markov processes via Phi-Sobolev inequalities. Electronic Communications in Probability, 2008, 13: 10–23.
</p> |
科研项目 |
<p>1. 国家自然科学基金面上项目，2021.1-2024.12, 12万，参加<br>2. 广东省自然科学面上项目，2020.1-2023.12, 10万，主持<br>3. 深圳市稳定支持项目，2022.10-2024.9, 29万, 主持<br>4. 深圳大学聚徒教学项目，2022.9-2023.6， 1万，主持<br> |
