姚念｜深圳大学｜学者主页

期刊论文

2026

Scaling limits for INAR(∞) processes

Nian Yao

Communication in Statistics- Theory and Methods

DOI

2025

High-Order Langevin Monte Carlo Algorithms

Thanh Dang, M. Gürbüzbalaban, Mohammad Rafiqul Islam, Nian Yao, Ling-Jiong Zhu

arXiv.org

DOI

2024

Optimization for stochastic model arisen from investment problem associated with default risk

Nian Yao, Mingqing Xiao, Songbin Wu

International Journal of Financial Engineering

DOI

2020

Short maturity conditional Asian options in local volatility models

Nian Yao, Zhichao Ling, Zhang Jieyu, Mingqing Xiao

Mathematics and Financial Economics

DOI

2018

Asymptotic analysis for affine point processes with large initial intensity

Nian Yao, Mingqing Xiao

Analysis and Applications

DOI

2018

Optimal leverage ratio estimate of various models for leveraged ETFs to exceed a target: Probability estimates of large deviations

Nian Yao

International Journal of Financial Engineering

DOI

2018

Moderate deviations for multivariate Hawkes processes

Nian Yao

Statistics & Probability Letters

DOI

2018

Limit theorems for non-Markovian marked dynamic contagion processes

Nian Yao, Mingqing Xiao

Journal of Mathematical Analysis and Applications

DOI

2018

Moderate Deviations for a Stochastic Wave Equation in Dimension Three

Lingyan Cheng, Ruinan Li, Ran Wang, Nian Yao

Acta Applicandae Mathematicae

DOI

2016

Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

Yumeng Li, Ran Wang, Nian Yao, Shuguang Zhang

Stochastics and Dynamics

DOI

2016

A moderate deviation principle for stochastic Volterra equation

Yumeng Li, Ran Wang, Nian Yao, Shuguang Zhang

Statistics & Probability Letters

DOI

2013

Sourcing under cost information asymmetry when facing time-sensitive customers

He Xu, Nian Yao, Shilu Tong

International Journal Of Production Economics，Vol. 144, No. 2

DOI

2013

带跳过程的亚式期权的定价(英文)

姚念

《数学杂志》

2010

Exponential convergence in probability for empirical means of Lévy processes

Shu-Lan Hu, Nian Yao

DOI

2008

Large deviation principles for Markov processes via Phi-Sobolev inequalities

Li-Ming Wu, Nian Yao

Electronic Communications in Probability

DOI

2007

Transportation-information inequalities for Markov processes

A. Guillin, C. Léonard, Li-Ming Wu, Nian Yao

DOI

预印本

2026

Moderate Deviations for Random-Indexed Cluster Counts in Hierarchical Pitman-Yor Models

Nian Yao

arXiv (Cornell University)

DOI

2025

Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis

Nian Yao, Pervez Ali, Xihua Tao, Lingjiong Zhu

arXiv preprint

2015

Large deviations for stochastic differential delay equations with Lévy noises

Yumeng Li, Ran Wang, Nian Yao, Shuguang Zhang

arXiv preprint

姚念

精选作品

期刊论文

Scaling limits for INAR(∞) processes

High-Order Langevin Monte Carlo Algorithms

Optimization for stochastic model arisen from investment problem associated with default risk

Short maturity conditional Asian options in local volatility models

Asymptotic analysis for affine point processes with large initial intensity

Optimal leverage ratio estimate of various models for leveraged ETFs to exceed a target: Probability estimates of large deviations

Moderate deviations for multivariate Hawkes processes

Limit theorems for non-Markovian marked dynamic contagion processes

Moderate Deviations for a Stochastic Wave Equation in Dimension Three

Moderate deviations for a fractional stochastic heat equation with spatially correlated noise

A moderate deviation principle for stochastic Volterra equation

Sourcing under cost information asymmetry when facing time-sensitive customers

带跳过程的亚式期权的定价(英文)

Exponential convergence in probability for empirical means of Lévy processes

Large deviation principles for Markov processes via Phi-Sobolev inequalities

Transportation-information inequalities for Markov processes

预印本

Moderate Deviations for Random-Indexed Cluster Counts in Hierarchical Pitman-Yor Models

Accelerating Langevin Monte Carlo Sampling: A Large Deviations Analysis

Large deviations for stochastic differential delay equations with Lévy noises

研究方向