126 citations · 819 across the 40 of their papers we have counts for
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math.PR2016★ 1 cited
Asymptotic results for exponential functionals of Levy processes
Zenghu Li, Wei Xu
In this work we give a complete description to the asymptotic behaviors of exponential functionals of Lévy processes and divide them into five different types according to their co…
math.PR2016★ 1 cited
Continuous-state branching processes in Levy random environments
Hui He, Zenghu Li, Wei Xu
A general continuous-state branching processes in random environment (CBRE-process) is defined as the strong solution of a stochastic integral equation. The environment is determin…
math.PR2016
Backward Doubly Stochastic Equations with Jumps and Comparison Theorems
Wei Xu
In this work we mainly prove the existence and pathwise uniqueness of solutions to general backward doubly stochastic differential equations with jumps appearing in both forward an…