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Guangshuo Zhou

Publications and source records attributed to Guangshuo Zhou.

2 recordsLinked to original sources

Favorite sites of one-dimensional asymmetric simple random walk

In this paper, we study favorite sites of one-dimensional asymmetric simple random walks. We show that almost surely, for any fixed integer $r\geq 1$, ``$r$ favorite sites" occurs infinitely often. We also give the asymptotic growth rate of the number of favorite sites.

math.PR

Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions

This paper is devoted to proving a general invariant representation theorem for generators of general time interval backward stochastic differential equations, where the generator $g$ has a quadratic growth in the unknown variable $z$ and satisfies some stochastic growth conditions in the unknown variable $y$. This unifies and strengthens some known results. And, a natural and innovative idea is used to prove the representation theorem.

math.PR