9 citations · 21 across the 9 of their papers we have counts for
5 papers · 1 filter
Periodic solutions of stochastic differential equations driven by Levy noises
Xiao-Xia Guo, Wei Sun
In this paper, we first show the well-posedness of the SDEs driven by Lévy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the…
The Three-Dimensional Gaussian Product Inequality
Guolie Lan, Ze-Chun Hu, Wei Sun
We prove the 3-dimensional Gaussian product inequality, i.e., for any real-valued centered Gaussian random vector and , it holds that ${\mathbf{E}}[X^{2m…
Two Theorems on Hunt's Hypothesis (H) for Markov Processes
Ze-Chun Hu, Wei Sun, Li-Fei Wang
Hunt's hypothesis (H) and the related Getoor's conjecture is one of the most important problems in the basic theory of Markov processes. In this paper, we investigate the invarianc…
Products of Conditional Expectation Operators: Convergence and Divergence
Guolie Lan, Ze-Chun Hu, Wei Sun
In this paper, we investigate the convergence of products of conditional expectation operators. We show that if is a probability space that is not purely atomic, th…
Stochastic Calculus for Markov Processes Associated with Semi-Dirichlet Forms
Chuan-Zhong Chen, Li Ma, Wei Sun
Let be a quasi-regular semi-Dirichlet form and be the associated Markov process. For , denote $A_t^{[u]}:…