共查询到19条相似文献,搜索用时 163 毫秒
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闭区间值鞅及模糊数值鞅 总被引:1,自引:0,他引:1
集值上鞅、下鞅和鞅的收敛定理已有不少文章进行了研究[1]、[2][3]。但在这些文章中,集值上(下)鞅并不以经典的上(下)鞅为其特款。在本文中,我们定义了以经典上(下)鞅为其特款的闭区间值上(下)鞅,并讨论了它们的性质及其收敛定理。本文还在此基础上讨论了模糊数值鞅。 相似文献
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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. 相似文献
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本文首先给出了一个右连续上鞅的SD提升,在引进S-上鞅和强S-上鞅概念之后,研究了一一致可积上鞅与S-上鞅,类上鞅与强S-上鞅之间的关系,并得到了S-上鞅与强S-上鞅的许多性质,作为其直接结果,给出了类上鞅的Doob-MNeyer分解。 相似文献
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Banach值鞅变换算子的有界性 总被引:7,自引:0,他引:7
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. 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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本文引进了广义极限鞅的概念,证明了 L~1有界的广义极限鞅 a.s.收敛于—可积随机变量。这样推广了通常极限鞅的相应收敛定理,并回答了 Stout 提出的问题:L~1有界的弱鞅在一定的条件下是 a.s.收敛的。 相似文献
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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。 相似文献
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本文研究了三叉树模型下的等价鞅测度刻划问题,得到了三叉树模型的最小熵鞅测度,逆相对熵鞅测度,方差最优鞅测度和极小鞅测度的精确表达式。 相似文献
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G. A. Karagulyan 《Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences)》2013,48(2):51-65
We study some almost everywhere convergence problems for martingales. We establish various equivalency theorems, which show that in some problems of martingales theory the general martingales can be replaced by Haar martingales. Some applications of the obtained results to the theory of differentiation of integrals and convergence of Riemann sums are also discussed. 相似文献
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《Stochastic Processes and their Applications》2007,117(4):457-475
Given a random time, we give some characterizations of the set of martingales for which the stopping theorems still hold. We also investigate how the stopping theorems are modified when we consider arbitrary random times. To this end, we introduce some families of martingales with remarkable properties. 相似文献
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In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values. 相似文献
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In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role. 相似文献
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The present paper contains a martingale representation theorem for set-valued martingales defined on a filtered probability space with a filtration generated by a Brownian motion. It is proved that such type martingales can be defined by some generalized set-valued stochastic integrals with respect to a given Brownian motion. The main result of the paper is preceded by short part devoted to the definition and some properties of generalized set-valued stochastic integrals. 相似文献