11 citations · 40 across the 39 of their papers we have counts for
Showing 2012 · math.PRShow all
3 papers · 2 filters
math.PR2012
Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
Ze-Chun Hu, Ling Zhou
In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.
math.PR2012★ 4 cited
New results on Hunt's hypothesis (H) for Lévy processes
Ze-Chun Hu, Wei Sun, Jing Zhang
In this paper, we present new results on Hunt's hypothesis (H) for Lévy processes. We start with a comparison result on Lévy processes which implies that big jumps have no effect o…
math.PR2012★ 2 cited
Some inequalities and limit theorems under sublinear expectations
Ze-Chun Hu, Yan-Zhi Yang
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's ineq…