鞅空间的原子分解与有限鞅的稠密性

引入了原子鞅与正则原子鞅概念、并研究了两类Banach空间值鞅Hardy空间的原子分解和有限鞅的稠密性,所得结论揭示了鞅Hardy空间正则原子鞅分解的存在性,有限鞅的稠密性和Banach空间的一致光滑性（或一致凸性）三者之间的内在联系．     

Atomic decompositions of Banach-spacevalued martingales

Several theorems for atomic decompositions of Banach-space-valued martingales are proved. As their applications, the relationship among some martingale spaces such asH _α(X) and_ρ H _α in the case 0< α⩽ are studied. It is shown that there is a close connection between the results and the smoothness and convexity of the value spaces. Project supported by the National Natural Science Foundation of China (Grant No. 19771063).     

鞅空间K(lnK)~q和M(lnM)~q(q>0)的定义及性质

在鞅的研究中,人们把具有某种相同性质的鞅归为一类,这就形成了许多不同的鞅空间.本文定义了两组新的鞅空间,并给出了这两组鞅空间之间以及它们与已知鞅空间的关系,最后给出了这两组鞅空间的有关性质.     

B值弱Hardy两指标鞅空间的原子分解

本文研究了B值弱Hardy两指标鞅空间的原子分解理论,利用原子分解的方法, 获得了B值弱Hardy两指标鞅空间的相互嵌入关系,所得结果联系于Banach空间的几何性质.     

鞅空间K（lnK）^q和M（lnM）^q（q〉0）的定义及性质

在鞅的研究中,人们把具有某种相同性质的鞅归为一类,这就形成了许多不同的鞅空间.本文定义了两组新的鞅空间,并给出了这两组鞅空间之间以及它们与已知鞅空间的关系,最后给出了这两组鞅空间的有关性质.     

几类B值小指标鞅空间的原子分解

本文对几类B值小指标鞅空间建立了原子分解定理,利用原子分解讨论了它们之间的相互嵌入关系,其原子分解的存在性和它们之间的关系均与Banach空间的凸性和光滑性有密切联系.     

B—值鞅的原子分解在内插理论中的一个应用

应用原子分解方法,讨论了一类Ｂａｎａｃｈ空间值鞅Ｈａｒｄｙ空间的实内插,推广了Ｗｅｉｓｚ［３］中的相应结论     

具有AUMD性质的复Banach空间的某些特征

本应用解析鞅的一类特殊的不等式给出了具有AUMD性质的复Banach空间的某些特征。     

Atomic Decompositions for Two-Parameter Vector-Valued Martingales and Two-parameter Vector-valued Martingale Spaces

In this paper atomic decompositions for two-parameter vector-valued martingales are given. With the help of the atomic decompositions the relations between the mutual embedding of two-parameter vector-valued martingale spaces and geometric properties of Banach spaces are investigated. Our study shows that geometric properties of Banach spaces determine the embedding of martingale spaces and conversely the latter can characterize the former. This revised version was published online in June 2006 with corrections to the Cover Date.     

向量值Lipschitz鞅空间p_λ~β(X)和p_∧~β(X)

本文研究了Ｂａｎａｃｈ空间值Ｌｉｐｃｈｉｔｚ 鞅空间。与与 之间的相互嵌入关系,以及与小指标Ｈａｒｄｙ 鞅空间,的共轭空间之间的相互嵌入关系,其结果与值空间的凸性和光滑 性有着密切的联系,     

鞅空间理论的新进展

本文是一篇综述性的文字,内容主要是近年来有关鞅空间理论的发展状况,特别是集中于B-值鞅和弱型鞅空间两个部分,可以看做是整个鞅空间理论发展的一个侧面.希望以此引起读者对鞅论的了解和进一步研究的兴趣.具体内容分为以下三节:1.研究鞅空间理论的意义,阐述鞅空间理论与调和分析的关系;2.鞅空间理论的向量值化,阐述B-值鞅不等式与Banach空间几何学的相互依存关系;3.弱型鞅空间与变指数鞅空间的不等式及其应用.     

B值拟鞅不等式及其应用

本文给出B值拟鞅的概率不等式与集合不等式,并用它们刻划了B空间的p可光滑性及q可凸性,作为应用,还证明了B值拟鞅的强大数律,收敛速度及极大值函数的可积性。     

Martingales of Random Subsets of a Metric Space of Negative Curvature

We prove extension of classical convergence theorem of P. Lévy for martingales of random subsets of a metric space of negative curvature.     

A Banach lattice approach to convergent integrably bounded set-valued martingales and their positive parts

Denote by cf(X) the set of all nonempty convex closed subsets of a separable Banach space X. Let (Ω,Σ,μ) be a complete probability space and denote by (L¹[Σ,cf(X)],Δ) the complete metric space of (equivalence classes of a.e. equal) integrably bounded cf(X)-valued functions. For any preassigned filtration (Σi), we describe the space of Δ-convergent integrably bounded cf(X)-valued martingales in terms of the Δ-closure of in L¹[Σ,cf(X)]. In particular, we provide a formula to calculate the join of two such martingales and the positive part of such a martingale. Our object is achieved by considering the more general setting of a near vector lattice (S,d), endowed with a Riesz metric d. By means of Rådström's embedding theorem for such spaces, a link is established between the space of convergent martingales in S and the space of convergent martingales in the Rådström completion R(S) of S. This link provides information about the former space of martingales, via known properties of measure-free martingales in Riesz normed vector lattices, applicable to R(S). We also apply our general results to the spaces of Δ-convergent ck(X)-valued martingales, where ck(X) denotes the set of all nonempty convex compact subsets of X.     

Stochastic integral representations of quantum martingales on multiple Fock space

In this paper a quantum stochastic integral representation theorem is obtained for unbounded regular martingales with respect to multidimensional quantum noise. This simultaneously extends results of Parthasarathy and Sinha to unbounded martingales and those of the author to multidimensions. Dedicated to Professor Kalyan B Sinha on the occasion of his 60th birthday     

平削算子生成的B值鞅空间及其原子分解

对于一系列由平削算子生成的Banach空间值鞅空间建立了原子分解定理 ,并以此为工具讨论了它们之间的相互嵌入关系 ,其结果与Banach空间的凸性和光滑性有密切联系 .     

拟鞅的Fefferman不等式和对偶定理

本文讨论了拟鞅的Fefferman不等式和Hardy空间的对偶空间. 利用鞅的相关结果和Doob分解的方法, 把鞅的Fefferman不等式推广到拟鞅情形, 并描述了拟鞅的Hardy空间Ĥ_p在1 < p < ∞)时的对偶空间.     

复拟Banach空间的PL一致光滑性及其鞅刻划

本文引进了空间的ＰＬ一致光滑性与复对称鞅，证明了等价赋范定理，得到了一系列关于ＰＬ一致光滑空间的复对称鞅不等式，并应用复对称鞅的大数定律给出了值空间的ＰＬ一致光滑性的刻划。     

型和余型的一个解析鞅特征

应用解析鞅的不等式及其收敛性给出了Ｂａｎａｃｈ空间的型和余型的刻划．     

On the Davis inequality in Banach function spaces

We give a characterization of those Banach function spaces in which the Davis inequality for martingales is valid. (© 2008 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)