共查询到20条相似文献,搜索用时 62 毫秒
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Banach空间值鞅变换的有界性及其应用 总被引:7,自引:0,他引:7
本文给出关于Banach空间值鞅变换算子有界性的一种新的处理方法,得到一系列带有广泛性的结果,并应用鞅变换算子的有界性刻画了Banach空间的一致光滑性和一致凸性,使得许多已有文献中的结论成为本文的特例. 相似文献
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Banach空间值鞅上的拟局部算子 总被引:1,自引:0,他引:1
本文研究了拟局部算子在几个Banach空间值鞅空间上的有界性.给出了几个有界性定理,证明了鞅空间的简单原子分解.得到几个极大算子和p均方算子的一系列鞅不等式以及鞅空间的包含关系. 相似文献
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BMO鞅空间上极大算子与均方算子的有界性 总被引:1,自引:0,他引:1
本文证明了,q 均方算子在 X 值 BMO 鞅空间上是有界的当且仅当 X 同构于 q凸 Banach 空间。此外给出了极大算子与 q 均方算子的 BMO 范数,讨论了鞅空间(?)_q 与BMO_q 的相互包含关系并以此刻划了 Banach 空间的几何性质。 相似文献
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平削算子生成的B值鞅空间及其原子分解 总被引:3,自引:3,他引:0
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 . 相似文献
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鞅不等式与 Banach 空间的凸性和光滑性 总被引:7,自引:1,他引:7
我们用 B 值鞅的 P 方函数 S~(p)f 的 a.e.有限性刻划了 Banach 空间的p 一致可凸性质,建立了这种函数的凸Φ函数不等式,讨论了这些不等式成立的条件,鞅变换的性质以及鞅的局部收敛性与 Banach 空间的 q一致凸性和 p一致光滑性的关系,同时给出了超自反空间以及与 Hilbert 空间同构的 Banach空间的特征. 相似文献
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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. 相似文献
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候友良 《数学物理学报(A辑)》1990,10(4):472-479
在[1]中,Skorohod在可分的Hilbert空间中定义了强随机线性算子,这种强随机线性算子对研究随机积分有重要应用。[1]中还证明了强随机线性算子值鞅的收敛定理。本文在可分的Banach空间中定义了强随机线性算子和强随机线性算子值鞅型序列。证明了强随机线性算子值鞅型序列成立着和向量值鞅型序列类似的收敛定理,分解定理和选样定理,推广了[1]中的有关结果。同时这些定理也是向量值鞅型序列相应结果([2—5])的推广。 相似文献
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By the weak atomic decompositions of weak martingale Hardy spaces, we investigate the interpolation spaces between weak martingale Hardy spaces and martingale Hardy spaces. 相似文献
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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. 相似文献
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Weak martingale Hardy spaces and weak atomic decompositions 总被引:3,自引:0,他引:3
HOU Youliang & REN Yanbo School of Mathematics Statistics Wuhan University Wuhan China Department of Mathematics & Physics Henan University of Science Technology Luoyang China 《中国科学A辑(英文版)》2006,49(7):912-921
In this paper we define some weak martingale Hardy spaces and three kinds of weak atoms. They are the counterparts of martingale Hardy spaces and atoms in the classical martingale Hp-theory. And then three atomic decomposition theorems for martingales in weak martingale Hardy spaces are proved. With the help of the weak atomic decompositions of martingale, a sufficient condition for a sublinear operator defined on the weak martingale Hardy spaces to be bounded is given. Using the sufficient condition, we obtain a series of martingale inequalities with respect to the weak Lp-norm, the inequalities of weak (p ,p)-type and some continuous imbedding relationships between various weak martingale Hardy spaces. These inequalities are the weak versions of the basic inequalities in the classical martingale Hp-theory. 相似文献
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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。 相似文献
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Ljiljana Petrović 《Stochastics An International Journal of Probability and Stochastic Processes》2018,90(2):200-213
The paper considers a statistical concept of causality in continuous time in the filtered probability spaces which is based on the Granger’s definition of causality. The given causality concept is then applied to the solution of the martingale problem (associated with the stochastic differential equation driven with semimartingales). More precisely, we show that the given causality concept is closely connected to the concept of extremality of measures for the solutions of the martingale problem, for the stopped martingale problem and for the local martingale problem. We also show the equivalence between some models of causality and local uniqueness (for the solutions of the martingale problem). 相似文献
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Interpolation theorems on weighted Lorentz martingale spaces 总被引:2,自引:0,他引:2
Yong JIAO~ Li-ping FAN Pei-de LIU School of Mathematics Statistics Wuhan University Wuhan China 《中国科学A辑(英文版)》2007,50(9):1217-1226
In this paper several interpolation theorems on martingale Lorentz spaces are given.The proofs are based on the atomic decompositions of martingale Hardy spaces over weighted measure spaces.Applying the interpolation theorems,we obtain some inequalities on martingale transform operator. 相似文献
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本文研究了变指数Lorentz鞅空间的插值问题.利用函数参数方法,获得了几类变指数Lorentz鞅空间的插值定理,推广了常指数H_p鞅空间下的结果. 相似文献
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