Nian Yao

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Short maturity conditional Asian options in local volatility models Mathematics and Financial Economics	2020-04-29	Paper
Beckner inequalities for Moebius measures on spheres ESAIM: Probability and Statistics	2019-08-12	Paper
Asymptotic analysis for affine point processes with large initial intensity Analysis and Applications	2019-01-29	Paper
Moderate deviations for a stochastic wave equation in dimension three Acta Applicandae Mathematicae	2018-12-10	Paper
Moderate deviations for multivariate Hawkes processes Statistics & Probability Letters	2018-06-21	Paper
Limit theorems for non-Markovian marked dynamic contagion processes Journal of Mathematical Analysis and Applications	2018-05-09	Paper
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise Stochastics and Dynamics	2017-06-20	Paper
A moderate deviation principle for stochastic Volterra equation Statistics & Probability Letters	2017-01-16	Paper
Large deviations for stochastic differential delay equations with L\'evy noises	2015-11-14	Paper
Accurate pricing formulas for Asian options with jumps	2014-02-28	Paper
Exponential convergence in probability for empirical means of Lévy processes Acta Mathematicae Applicatae Sinica. English Series	2010-09-20	Paper
\(L^1\)-uniqueness of Sturm-Liouville operators Science China. Mathematics	2010-03-19	Paper
Large deviation principles for Markov processes via phi-Sobolev inequalities Electronic Communications in Probability	2009-11-20	Paper
Large deviation principles for Markov processes via phi-Sobolev inequalities Electronic Communications in Probability	2009-11-20	Paper
Transportation-information inequalities for Markov processes Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2009-07-24	Paper

Research outcomes over time

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