李宇勐

发布者:刘巍发布时间:2017-05-13浏览次数:3875

姓名: 李宇勐

性别:女

籍贯:河南

民族:汉

所在系:数理与金融统计学

教研室:金融统计

是否博导:否

是否硕导:否

职称:讲师

现任职务:无

电子邮箱:li-yu-meng@163.com

讲授课程:

《计量经济学》、《金融统计学》、《随机过程》、《金融衍生工具》


研究方向:

大偏差、金融统计


个人简历(教育背景、工作经历等)

  1. 2010.09——2012.06 中国科学技术大学,金融工程,硕士

  2. 2012.06——2016.06 中国科学技术大学,金融工程,博士

  3. 2016.07——至今 中南财经政法大学,讲师

  

科学研究:

  1. Transportation Cost-Information Inequality for Stochastic Wave Equation. Acta ApplicandaeMathematicae2020SCI

  2. Talagrand’s quadratic transportation cost inequalities forreflected SPDEs driven by space–time white noise.Statistics and Probability Leters,2020

  3. Transportation Cost-Information Inequality for Stochastic Wave Equation. Acta ApplicandaeMathematicae,2020SCI

  4. Large deviation principle for the mean reflected stochastic differential equation with jumps. Journal of Inequalities and Applications,2018

  5. Moderate deviations for a fractional stochastic heat equation with spatially correlated noise. Stochastics and Dynamics,2017SCI

  6. A moderate deviation principle for stochastic Volterra equation. Statistics and ProbabilityLeters,2017SCI

  7. Moderate deviations and central limit theorem for positive diffusions. Journal of Inequalities & Applications, 2016(SCI)

  8. Moderate deviations for a stochastic heat equation with spatially correlated noise, Acta Applicandae Mathematicae, 2015(SCI)