4 citations · 4 across the 5 of their papers we have counts for
5 papers
On the measure concentration of infinitely divisible distributions
Jing Zhang, Ze-Chun Hu, Wei Sun
Let be the set of all infinitely divisible random variables\ with finite second moments, , $P_{\cal I}=\inf_{X\in{\cal I}}P\{…
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…
Probabilistic representations of solutions of elliptic boundary value problem and non-symmetric semigroups
Chuan-Zhong Chen, Wei Sun, Jing Zhang
In this paper, we use a probabilistic approach to show that there exists a unique, bounded continuous solution to the Dirichlet boundary value problem for a general class of second…
Levy-Khintchine type representation of Dirichlet generators and Semi-Dirichlet forms
Wei Sun, Jing Zhang
Let be an open set of , a positive Radon measure on such that , and a strongly continuous contraction sub-Markovian semigro…
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…