Nian Yao

Available identifiers

Publication	Date of Publication	Type
Short maturity conditional Asian options in local volatility models	2020-04-29	Paper
Beckner inequalities for Moebius measures on spheres	2019-08-12	Paper
Asymptotic analysis for affine point processes with large initial intensity	2019-01-29	Paper
Moderate deviations for a stochastic wave equation in dimension three	2018-12-10	Paper
Moderate deviations for multivariate Hawkes processes	2018-06-21	Paper
Limit theorems for non-Markovian marked dynamic contagion processes	2018-05-09	Paper
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise	2017-06-20	Paper
A moderate deviation principle for stochastic Volterra equation	2017-01-16	Paper
Large deviations for stochastic differential delay equations with L\'evy noises	2015-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5400088	2014-02-28	Paper
Exponential convergence in probability for empirical means of Lévy processes	2010-09-20	Paper
\(L^1\)-uniqueness of Sturm-Liouville operators	2010-03-19	Paper
Large deviation principles for Markov processes via phi-Sobolev inequalities	2009-11-20	Paper
Transportation-information inequalities for Markov processes	2009-07-24	Paper

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