姚强 - 华东师范大学 - 经济与管理学部

个人简介

工作经历 2009.7—2013.12 华东师范大学统计学院讲师 2014.1—至今华东师范大学统计学院副教授教育经历 2004.9—2009.7 北京大学数学科学学院概率统计系理学博士（导师：陈大岳） 2000.9—2004.7 山东师范大学数学科学学院（现数学与统计学院）理学学士荣誉及奖励华东师范大学第七届优秀本科生导师奖

研究领域

随机过程的极限行为及统计推断，数理金融，随机最优化

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Song, S. and Yao, Q. (2022+) The construction of two kinds of bijections in simple random walk paths, Preprint. Li, Y. and Yao, Q. (2022) Large and moderate deviations for record numbers in some non-nearest neighbor random walks, Electron. Comm. Probab. 27 Article 57. Song, S. and Yao, Q. (2022) A new method for computing the expected hitting time between arbitrary different configurations of the multiple-urn Ehrenfest model, J. Math. Study 55 254-270. 李育强, 姚强 (2021) Deviations for weak record numbers in simple random walks, 应用概率统计 37(5) 515-522. Yao, Q. (2020) Phase transition for the contact process in a random environment on Zd×Z+. In Genealogies of Interacting Particle Systems, pp 341-352, World Scientific. Sun, J., Yang, X., Yao, Q. and Zhang, M. (2020) Risk minimization, regret minimization and progressive hedging algorithms, Math. Program. 181 509-530. Xin, C., Zhao, M., Yao, Q. and Cui, E. (2020) On the distribution of the hitting time for the N–urn Ehrenfest model, Stat. Prob. Letters 157 108625, 11pp. 朱琳, 姚强 (2018) 乘积图Z2×{0,1,...,l-1}的常返性的初等证明, 应用概率统计 34(3) 275-283. Sun, J. and Yao, Q. (2018) On coherency and other properties of MAXVAR, Vietnam J. Math. 46 87-94. Ang, M., Sun, J. and Yao, Q. (2018) On the dual representation of coherent risk measures, Ann. Oper. Res. 262 29-46. Mountford, T., Mourrat, J.-C., Valesin, D. and Yao, Q. (2016) Exponential extinction time of the contact process on finite graphs, Stoch. Proc. Appl. 126 1974-2013. Qiao, G. and Yao, Q. (2015) Weak convergence of equity derivatives pricing with default risk, Stat. Prob. Letters 103 46-56. Mountford, T., Valesin, D. and Yao, Q. (2013) Metastable densities for the contact process on power law random graphs, Electron. J. Probab. 18 Article 103. Yao, Q. and Chen, X. (2012) The complete convergence theorem holds for contact processes in a random environment on Zd×Z+, Stoch. Proc. Appl. 122 3066-3099. 姚强 (2010) 某些乘积图上接触过程的完全收敛定理的证明, 数学物理学报(中文版) 30A 97-102. Yao, Q. and Li, Q. (2010) Contact process on hexagonal lattice, Acta Math. Scientia (English Series) 30B 769-790. 姚强 (2009) 某些乘积图上接触过程的中间状态的存在性, 数学学报(中文版) 52 1055-1066. Chen, X. and Yao, Q. (2009) The complete convergence theorem holds for contact processes on open clusters of Zd×Z+, J. Statist. Phys.135 651-680.