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math.PR2014
Jensen's Inequality for Backward SDEs Driven by -Brownian motion
Ze-Chun Hu, Zhen-Ling Wang
In this note, we consider Jensen's inequality for the nonlinear expectation associated with backward SDEs driven by -Brownian motion (-BSDEs for short). At first, we give a n…
math.PR2014★ 4 cited
Further study on Hunt's hypothesis (H) for Levy processes
Ze-Chun Hu, Wei Sun
Getoor's conjecture that essentially all Levy processes satisfy (H) is a long-standing open problem in potential theory. In the beginning of the paper, we summarize the main result…
math.PR2014
Toeplitz Lemma, Complete Convergence and Complete Moment Convergence
Jiyanglin Li, Ze-Chun Hu
In this paper, we study the Toeplitz lemma, the Cesàro mean convergence theorem and the Kronecker lemma. At first, we study "complete convergence" versions of the Toeplitz lemma, t…