Banach值鞅变换算子的有界性

本文运用Banach值鞅不等式和鞅空间的相互嵌入关系．讨论了Banach空间值鞅空间上鞅变换算子L的有界性．并给出了鞅变换算子的有界性与Banach空间几何性质的关系．     

定向集上的B值一致渐近鞅

本文将文献[1]、[2]关于序列情形下的B值一致渐近的概念拓广到定向集的情形,给出了定向集上B值鞅的一个可选采样定理,证明了定向集上B值一致渐近鞅的Riesz分解定理。同时,用B值一致渐近鞅的收敛性及其诱导测度刻划了B空间的R-N性质,最后还给出了一个B值一致渐近鞅本性收敛的充分条件。     

Banach空间值鞅的原子分解

研究了B值鞅的若干类型的原子 ,讨论了B值鞅的原子分解以及在 0 <α≤1情形某些鞅空间的相互关系 ,其中的结果与值空间的凸性和光滑性有着密切的联系 .     

B值L^p极限鞅的若干性质

本文在1≤p<∞的情形下讨论了取值于 Banach 空间的 L~p 极限鞅的收敛性质,给出了 L~p 极限鞅的 Riesz 分解,并用 L~p 极限鞅的收敛性刻划了空间的 Radon-Nikodym 性质,从而把在 p=1情形下的一些结果推广到了1≤p<∞的情形。此外,还指出了 B 值 p 拟鞅,B 值 p 一致渐近鞅与本文中的 B 值 L~p 极限鞅之间的包含关系。     

集值L^1—极限鞅的集值鞅逼近及其收敛性

本文证明了集值Ｌ~１－极限鞅的集值鞅逼近定理，并利用此结果以及集值鞅的收敛性结果讨论了集值Ｌ~１－极限鞅的收敛性．     

关于B值鞅的收敛性

本对B值鞅差序列,讨论了其非随机足标与随机足标和的收敛速度．使于浩的关于实值独立随机变量的相应结果得到了推广．     

B-值鞅Hardy空间与BMO空间的实内插

研究了B值鞅Hardy空间与BMO空间的实内插，并利用所得结果，讨论了鞅Hardy空间的内插空间的共轭问题。     

b_p~+(K)条件下的复测度鞅

文中讨论了以复值函数(?)∈L_(loc)~1作成的复测度dμ=(?)dv以及关于dμ的条件期望与鞅的有关性质,证明了在关于(?)的b_p~+(k)条件下鞅的极大算子的弱(p,p)型与强(p,p)型不等式,以及b_∞~+(K)∩α_1(K)条件下的均方算子的L~2有界性和Φ范数有界性.     

集值拟鞅和集值一致渐近鞅

本文讨论了集值拟鞅和集值一致渐近鞅,证明了集值拟鞅与集值一致渐近鞅的选样定理,对于集值一致渐近鞅得到了一些收敛性结果,并由此刻化了空间的 Radon-Nikodym性质.     

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．     

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.     

Clifford鞅的b+p-权不等式及其应用

如果Cl,S是一个Clifford代数,v是一个非负测度,ψ是一个Cl,S-值可测函数,那么dμ=ψdv是一个Cl,S-值测度.在这篇论文中将证明如果ψ满足某些b+p-权条件那么关于测度dμ的Clifford-值鞅的一些不等式成立,且应用这些不等式在权ψ∈b+∞∩a1时获得了一些关于Clifford-值鞅的权对偶空间.     

On the theory of Banach space valued multifunctions. 2. Set valued martingales and set valued measures

This second part of the work on Banach space valued multifunctions begins with a detailed study of set valued martingales, which have their values in a Banach space. Several new convergence theorems are established for different modes of convergence. The profile of a multifunction in connection with set valued martingales is also studied. The notion of weak convergence of multifunctions is introduced and used to obtain additional convergence theorems for set valued martingales. In the last two sections of the paper set valued measures dealt with and an integral with respect to a set valued measure is introduced.     

Weak atomic decomposition of B-valued martingales with two-parameters

Weak atomic decompositions of B-valued martingales with two-parameters in weak Hardy spaces w _p Σ_α and w _p H _α are established and the boundedness of sublinear operators on these spaces are proved. By using them, some characterizations of the smoothness of Banach spaces are obtained.     

Existence and continuity with respect to parameter of solutions to stochastic Volterra equations in a plane

In this paper we study stochastic Volterra equations in a plane. These equations contain integrals with respect to fields of locally bounded variation and square-integrable strong martingales. We prove the existence and the uniqueness of solutions of such equations with locally integrable (in some measure) trajectories, assuming that the coefficients of equations possess the Lipschitz property with respect to the functional argument. We prove that a solution of a stochastic Volterra integral equation in a plane is continuous with respect to parameter.     

Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales

We prove that atomic decomposition for the Hardy spaces h₁ and H₁ is valid for noncommutative martingales. We also establish that the conditioned Hardy spaces of noncommutative martingales hp and bmo form interpolation scales with respect to both complex and real interpolations.     

Martingale representation for Poisson processes with applications to minimal variance hedging

We consider a Poisson process η on a measurable space equipped with a strict partial ordering, assumed to be total almost everywhere with respect to the intensity measure λ of η. We give a Clark-Ocone type formula providing an explicit representation of square integrable martingales (defined with respect to the natural filtration associated with η), which was previously known only in the special case, when λ is the product of Lebesgue measure on R₊ and a σ-finite measure on another space X. Our proof is new and based on only a few basic properties of Poisson processes and stochastic integrals. We also consider the more general case of an independent random measure in the sense of Itô of pure jump type and show that the Clark-Ocone type representation leads to an explicit version of the Kunita-Watanabe decomposition of square integrable martingales. We also find the explicit minimal variance hedge in a quite general financial market driven by an independent random measure.     

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     

The Itô-Clifford integral

We present a theory of non-commutative stochastic integration analogous to the Itô-theory. It is shown that Wick products of Fermi fields define martingales and that stochastic integrals with respect to these are defined for adapted (operatorvalued) square-integrable integrands. For square-integrable martingales associated with an arbitrary probability gage space a stochastic integral is defined, and a Doob-Meyer decomposition for supermartingales obtained.