World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
34
Citations
3918
World Ranking
2952
National Ranking
1191

Overview

Yimin Xiao is affiliated with Michigan State University in the United States and conducts research primarily in the fields of Mathematics and Economics, Econometrics and Finance. Their published work spans topics related to stochastic processes, financial applications, and statistical mechanics.

The scientist's most frequent topics of research include:

  • Stochastic processes and financial applications
  • Stochastic processes and statistical mechanics
  • Financial Risk and Volatility Modeling
  • Random Matrices and Applications
  • Mathematical Dynamics and Fractals
  • Probability and Risk Models
  • Complex Systems and Time Series Analysis

The main subfields represented in their research portfolio encompass Finance, Mathematical Physics, Statistics and Probability, Economics and Econometrics, and Applied Mathematics.

Yimin Xiao has published extensively in venues including:

  • arXiv (Cornell University)
  • Stochastic Processes and their Applications
  • Bernoulli
  • Journal of Theoretical Probability
  • Journal of Mathematical Analysis and Applications

Frequent co-authors in their research collaborations are:

  • Cheuk Yin Lee
  • Jian Song
  • Ran Wang
  • Wangjun Yuan
  • Robert C. Dalang

Recent representative publications include:

  • "Advances and prospects on estimating solar photovoltaic installation capacity and potential based on satellite and aerial images," 2023, Renewable and Sustainable Energy Reviews
  • "Sharp space-time regularity of the solution to stochastic heat equation driven by fractional-colored noise," 2020, Stochastic Analysis and Applications
  • "Limit theorems for linear random fields with innovations in the domain of attraction of a stable law," 2022, Stochastic Processes and their Applications
  • "The moduli of non-differentiability for Gaussian random fields with stationary increments," 2020, Bernoulli
  • "Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces," 2023, Journal of Theoretical Probability

Best Publications

  • Sample Path Properties of Anisotropic Gaussian Random Fields

    Yimin Xiao

  • A Minicourse on Stochastic Partial Differential Equations

    Robert C. Dalang;Davar Khoshnevisan;Carl Mueller;David Nualart

  • Hölder conditions for the local times and the Hausdorff measure of the level sets of Gaussian random fields

    Yimin Xiao

  • Random Fractals and Markov Processes

    Yimin Xiao

  • Sample path properties of bifractional Brownian motion

    Ciprian A. Tudor;Yimin Xiao

  • Asymptotic Properties and Hausdorff Dimensions of Fractional Brownian Sheets

    Antoine Ayache;Yimin Xiao

  • Correlated continuous time random walks

    Mark M. Meerschaert;Erkan Nane;Yimin Xiao

  • Limsup Random Fractals

    Davar Khoshnevisan;Yuval Peres;Yimin Xiao

  • Fernique-type inequalities and moduli of continuity for anisotropic Gaussian random fields.

    Mark M. Meerschaert;Wensheng Wang;Yimin Xiao

  • Local times of fractional Brownian sheets

    Yimin Xiao;Tusheng Zhang

  • Joint continuity of the local times of fractional Brownian sheets

    Antoine Ayache;Dongsheng Wu;Yimin Xiao

  • Geometric Properties of Fractional Brownian Sheets

    Dongsheng Wu;Yimin Xiao;Yimin Xiao

  • Properties of Local Nondeterminism of Gaussian and Stable Random Fields and Their Applications

    Yimin Xiao

  • Measuring the range of an additive Lévy process

    Davar Khoshnevisan;Yimin Xiao;Yuquan Zhong

  • Lévy processes: Capacity and Hausdorff dimension

    Davar Khoshnevisan;Yimin Xiao

  • Level sets of additive Lévy processes

    Davar Khoshnevisan;Yimin Xiao

  • The packing measure of the trajectories of multiparameter fractional Brownian motion

    Yimin Xiao

  • Multivariate operator-self-similar random fields

    Yuqiang Li;Yimin Xiao

  • Local times of additive Lévy processes

    Davar Khoshnevisan;Yimin Xiao;Yuquan Zhong

  • Hitting probabilities and the Hausdorff dimension of the inverse images of anisotropic Gaussian random fields

    Hermine Biermé;Céline Lacaux;Yimin Xiao

Frequent Co-Authors

Davar Khoshnevisan
Davar Khoshnevisan University of Utah
Mark M. Meerschaert
Mark M. Meerschaert Michigan State University
Renming Song
Renming Song University of Illinois at Urbana-Champaign
Kenneth Falconer
Kenneth Falconer University of St Andrews
Domenico Marinucci
Domenico Marinucci University of Rome Tor Vergata
David Nualart
David Nualart University of Kansas
Michel Talagrand
Michel Talagrand Centre national de la recherche scientifique, CNRS
Tusheng Zhang
Tusheng Zhang University of Manchester

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