Finds all empty JPEGs at current directory:

find . -maxdepth 1 -name "*.jpg" -size 0

Finds and deletes all empty JPEGs at current directory:

find . -maxdepth 1 -name "*.jpg" -size 0 -delete

Finds and deletes all empty JPEGs in all sub-directories.

find . -maxdepth 2 -name "*.jpg" -size 0 -delete

Sources: 1, 2