| 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):
2010.09——2012.06 中国科学技术大学,金融工程,硕士
2012.06——2016.06 中国科学技术大学,金融工程,博士
2016.07——至今 中南财经政法大学,讲师
科学研究:
Transportation Cost-Information Inequality for Stochastic Wave Equation. Acta ApplicandaeMathematicae,2020(SCI)
Talagrand’s quadratic transportation cost inequalities forreflected SPDEs driven by space–time white noise.Statistics and Probability Leters,2020
Transportation Cost-Information Inequality for Stochastic Wave Equation. Acta ApplicandaeMathematicae,2020(SCI)
Large deviation principle for the mean reflected stochastic differential equation with jumps. Journal of Inequalities and Applications,2018
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise. Stochastics and Dynamics,2017(SCI)
A moderate deviation principle for stochastic Volterra equation. Statistics and ProbabilityLeters,2017(SCI)
Moderate deviations and central limit theorem for positive diffusions. Journal of Inequalities & Applications, 2016(SCI)
Moderate deviations for a stochastic heat equation with spatially correlated noise, Acta Applicandae Mathematicae, 2015(SCI)