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Jia-an Yan

Jia-an Yan, Chinese statistician (Yangzhou, Jiangsu Province 06 December 1941 –

Authored over 90 research papers and 9 books

Proved a definition of stochastic integrals with respect to semimartingales

Extended the Gross and Minlos theorems in infinite dimensional analysis


With Y.S. Song. Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders. Insur. Mathem. Econ. 45(3):459-65, 2009

With W. Liu & W.G. Wang. A limit theorem for partial sums of random variables and its applications. Statis. Probab. Lett. 62(1):79-86, 2003

With Q.H. Tang. A sharp inequality for the tail probabilities of sums of i.i. d. r.v.s. with dominatedly varying tails. Science in China (Series A) 45(8):1006-11, 2002

With P. Li & J.M. Xia. Martingale measure method for expected utility maximization in discrete time incomplete markets. Ann. Economics Finance 2(2):445-65, 2001

With Z. Cao. A comparison theorem for solution of backward stochastic differential equations. Adv. Math. 28(1):304-8, 1999

With R.A. Carmona. A new space of white noise distributions and applications to SPDES (1995)

A formula for continuous additive functionals of nonsymmetric Hunt processes and application to Feynman-Kac transition functions. Prob. Statis (1992)

A formula for densities of transition functions. Semin. Probab. 22, 1988

A perturbation theorem for semigroups of linear operators. Semin. Probab. 22, 1988

A comparison theorem for semimartingales and its applications. Semin. Probab. 22:349-51, 1986

A formula for local times of semimartingales. Dengbei Shuxue 1(2):138-40, 1985

Sur une equation différentielle stochastique generale. Semin Probab. 14:305-15, 1980

Caractérisation d'une classe d'ensembles convexes de L1 ou H1. Semin. Probab. 14:220-2, 1980

Remarques sur certaines classes de semimartingales et sur les intégrales stochastiques optionnelles. Semin. Probab. 14:223-6, 1980

Criteria for the uniform integrability of exponential martingales. Acta Math. Sinica 23(2):293-300, 1980

Some formulas for the local time of semimartingales. Chinese Ann. Math. 1(3-4):545-51, 1980

With P.A. Meyer. Génération d'une familie de tribus par un processus croissant. Séminaire de Probabilitiés 9:466-70, 1975


Meyer-Yan space (with Paul André Meyer)

Yan lemma (on the decomposition of a local martingale)

Kreps-Yan theorem (1980)