11 citations · 40 across the 39 of their papers we have counts for
Showing 2017 · math.PRShow all
3 papers · 2 filters
math.PR2017
A system of nonlinear equations with application to large deviations for Markov chains with finite lifetime
Ze-Chun Hu, Wei Sun, Jing Zhang
In this paper, we first show the existence of solutions to the following system of nonlinear equations \begin{eqnarray*}\left\{\begin{array}{l} a_{11}x_1+a_{12}x_2+a_{13}x_3+\cdots…
math.PR2017
A Note on Uniform Integrability of Random Variables in a Probability Space and Sublinear Expectation Space
Ze-Chun Hu, Qian-Qian Zhou
In this note we discuss uniform integrability of random variables. In a probability space, we introduce two new notions on uniform integrability of random variables, and prove that…
math.PR2017★ 4 cited
Hunt's Hypothesis (H) for the Sum of Two Independent Levy Processes
Ze-Chun Hu, Wei Sun
Which Levy processes satisfy Hunt's hypothesis (H) is a long-standing open problem in probabilistic potential theory. The study of this problem for one-dimensional Levy processes s…