| 科研成果 |
<p>
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. <br>2. Yao N, Zhang Z. Beckner inequalities for Moebius measures on spheres. ESAIM Probab. Stat. 2019，23：552–566. <br>3. Yao N, Xiao M. Asymptotic analysis for affine point processes with large initial intensity. Analysis and Application, 2019, 17(1): 117–143. <br>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. <br>5. Yao N, Moderate deviations for multivariate Hawkes processes. Statistics & Probability Letters, 2018, 40: 71-76. <br>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. <br>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. <br>8. Wu, L.; Yao, N; Zhang, Z. L1-uniqueness of Sturm-Liouville operators. Sci. China Math. 53 (2010), no. 1, 173–178. <br>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. <br>10. Wu, L.; Yao, N. Large deviation principles for Markov processes via Φ-Sobolev inequalities. Electron. Commun. Probab. 13 (2008), 10–23."<br></p> |
科研项目 |
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> |
