双指标非交换鞅的一些不等式

本文研究了双指标非交换鞅的一些不等式问题.利用单指标非交换鞅不等式的方法,获得了双指标非交换鞅的||·||H_p(M)和||·||h_p(M)之间的关系(2≤p∞).推广了双指标非交换鞅的||·||L_p(M)和||·||h_p(M)之间的等价关系(2≤p≤4).     

Banach空间向量值Bochner积分型的广义Jensen不等式

一维空间R中的Jensen不等式在概率论与鞅论等学科中都有着广泛的应用.本文以锥为工具,将这个著名的不等式推广到序Banach空间,得出向量值的Bochner积分型的广义Jensen不等式.     

带干扰的双Cox风险模型的破产概率

对于受布朗运动干扰的双Cox模型,用鞅方法得到了估计其破产概率上界的Lundberg不等式,并对Lundberg不等式进行了推广.     

关于几个新不等式

本文利用Redheffer不等式,Jordan不等式和Jensen不等式给出了一些新的不等式作为应用推广了文[1]的一个结果。     

Hardy-Hilbert型积分不等式的一种新改进

研究了带积分核函数和参数λ（λ〉1）的Hardy-Hilbert型不等式,并利用加强的Hlder’s不等式对Hardy-Hilbert不等式作了改进,建立了一些新的不等式.     

弱Orlicz鞅空间的极大不等式

本文研究了弱Orlicz鞅空间的双Φ-不等式．利用鞅的极大算子理论和弱Orlicz范数的特点,得到了弱Orlicz鞅空间极大算子的Doob不等式和强弱(Φ1,Φ2)-型不等式．     

Hlder不等式和Minkowski不等式的推广

本文利用变分方法对多个变元的不含变元导数的Holder不等式和Minkowski不等式进行了推广．此种方法的主要意义不在于证明传统的不等式，而在于发现新的不等式．     

一个关于多个算子的保序不等式(英文)

本文研究了Furuta型算子不等式问题.利用Lwner-Heinz不等式和Uchiyama不等式,把关于两个算子的保序不等式推广为多个算子的情形,从而推广了Furuta的结果.     

鞅极大算子的强弱(Φ1,Φ2)-型不等式

研究了鞅Orlicz空间极大算子的双Φ-不等式,得到了相应不等式成立的一些充要条件,给出了Burkholder-Gundy型双Φ-不等式的等价条件,讨论了鞅的Cianchi弱(Φ1,Φ2)-型不等式与Φ-函数的强于关系的联系.     

拟常曲率黎曼流形中子流形的几何不等式的一些注记

本文研究了拟常曲率黎曼流形中子流形的Chen不等式.利用代数技巧,建立了Chen广义不等式、Chen-Ricci不等式和关于卷积函数和平均曲率平方的不等式,推广了Özgür和Chen的一些结果.     

Stochastic integration for operator valued processes on hilbert spaces and on nuclear spaces

The representation of a nuclear space valued square integrable martingale by means of another nuclear space valued square integrable martingale is given in terms of stochastic inegrals of operator valued processes. The construction of the stochastic integral goes through that of operator valued processes on Hilbert spaces. A new approach is given for the Hilbertian case, so that only the integration of Hilbert-Schmidt operator valued processes is needed to represent square integrable martingales     

Martingales,the smoothing index and ergodic theory

A classical theorem of Meyer Jerison which shows that the convergence in the pointwise ergodic theorem is equivalent to the convergence of an associated martingale is expanded to a conditional setting. An equiconvergence theorem of the type established for martingales by N.F.G. Martin and E. Boylan is established in the ergodic case for an ergodic, non-invertible, measure-preserving transformation.     

Duality results and inequalities with respect to Hardy spaces containing function sequences

With the help of two-parameter martingales and strong martingales Hardy spaces consisting of adapted function sequences are considered. The Hardy spaces generated by the square and by the conditional square functions and their dual spaces are investigated. An inequality due to Stein and Lepingle is extended to two parameters.This research was supported by the Hungarian Scientific Research Funds No. 2085 and No. 74189 as well as by DAAD, the lattest with a stay at the Ludwig-Maximilians-Universität in München.     

A representation theorem for smooth Brownian martingales

We show that, under certain smoothness conditions, a Brownian martingale, when evaluated at a fixed time, can be represented via an exponential formula at a later time. The time-dependent generator of this exponential operator only depends on the second order Malliavin derivative operator evaluated along a ‘frozen path’. The exponential operator can be expanded explicitly to a series representation, which resembles the Dyson series of quantum mechanics. Our continuous-time martingale representation result can be proven independently by two different methods. In the first method, one constructs a time-evolution equation, by passage to the limit of a special case of a backward Taylor expansion of an approximating discrete-time martingale. The exponential formula is a solution of the time-evolution equation, but we emphasize in our article that the time-evolution equation is a separate result of independent interest. In the second method, we use the property of denseness of exponential functions. We provide several applications of the exponential formula, and briefly highlight numerical applications of the backward Taylor expansion.     

B值渐近鞅的局部收敛性

Ｂ值渐近鞅是Ｂ值鞅的重要推广,它保持了鞅的一些是一性质,然后对Ｂ值渐近鞅的局部收敛性很少有文献论及。本文利用Ｂ值渐近鞅的Ｄｏｏｂ分解,对Ｂ值渐近鞅的局部收敛性作些探讨,得到了Ｂ值渐近鞅局部收敛性的几个结果,它们是鞅的有关结论的推广与改进。     

On representation and regularity of continuous parameter multivalued martingales

In this paper we study multivalued martingales in continuous time. First we show that every multivalued martingale in continuous time can be represented as the closure of a sequence of martingale selections. Then we prove two results concerning the cadlag modifications of continuous time multivalued martingales, in Kuratowski-Mosco convergence and in convergence in the Hausdorff metric respectively.