23 citations · 85 across the 29 of their papers we have counts for
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math.FA2022★ 1 cited
Vague and weak convergence of signed measures
Martin Herdegen, Gechun Liang, Osian Shelley
Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description…
math.OC2022
A continuity theorem for generalised signed measures with an application to Karamata's Tauberian theorem
Martin Herdegen, Gechun Liang, Osian Shelley
The Laplace transforms of positive measures on converge if and only if their distribution functions converge at continuity points of the limiting measure. We exten…
math.PR2022
A universal robust limit theorem for nonlinear Lévy processes under sublinear expectation
Mingshang Hu, Lianzi Jiang, Gechun Liang +1
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for , the i.i.d…