Embeddings of Lorentz spaces of vector-valued martingales

We obtain new embedding theorems for Lorentz spaces of vector-valued martingales, thus generalizing the classical martingale inequalities. In contrast to earlier methods, we use martingale transformations defined by sequences of operators and identify the operator S ^(p)(f) for a martingale f ranging in a Banach space X with the maximal operator for some ℓ ^p (X)-valued martingale transform. The obtained inequalities are closely related to geometric properties of the Banach space in question.     

Malliavin calculus and decoupling inequalities in Banach spaces

We develop a theory of Malliavin calculus for Banach space-valued random variables. Using radonifying operators instead of symmetric tensor products we extend the Wiener-Itô isometry to Banach spaces. In the white noise case we obtain two sided Lp-estimates for multiple stochastic integrals in arbitrary Banach spaces. It is shown that the Malliavin derivative is bounded on vector-valued Wiener-Itô chaoses. Our main tools are decoupling inequalities for vector-valued random variables. In the opposite direction we use Meyer's inequalities to give a new proof of a decoupling result for Gaussian chaoses in UMD Banach spaces.     

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．     

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.     

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.     

Vector-valued Littlewood-Paley-Stein theory for semigroups

We develop a generalized Littlewood-Paley theory for semigroups acting on L^p-spaces of functions with values in uniformly convex or smooth Banach spaces. We characterize, in the vector-valued setting, the validity of the one-sided inequalities concerning the generalized Littlewood-Paley-Stein g-function associated with a subordinated Poisson symmetric diffusion semigroup by the martingale cotype and type properties of the underlying Banach space. We show that in the case of the usual Poisson semigroup and the Poisson semigroup subordinated to the Ornstein-Uhlenbeck semigroup on Rⁿ, this general theory becomes more satisfactory (and easier to be handled) in virtue of the theory of vector-valued Calderón-Zygmund singular integral operators.     

Vector-Valued John–Nirenberg Inequalities and Vector-Valued Mean Oscillations Characterization of BMO

We establish a vector-valued John–Nirenberg inequality for oscillations measured in a Banach function space (B.f.s.) norm. This inequality generalizes several existing results on John–Nirenberg inequalities on function spaces such as rearrangement-invariant B.f.s. and Lebesgue spaces with variable exponents. Moreover, this inequality also offers a new characterization of BMO in terms of the weighted vector-valued mean oscillation.     

Weak type inequalities for vector-valued martingales

We obtain weak versions of the Burkholder–Davis–Gundy inequalities for vector-valued martingales by employing the operator-valued martingale transform technique. These inequalities are closely related to the geometric properties of the underlying Banach space.     

Extrapolation with weights, rearrangement-invariant function spaces, modular inequalities and applications to singular integrals

We present an extrapolation theory that allows us to obtain, from weighted L^p inequalities on pairs of functions for p fixed and all A_∞ weights, estimates for the same pairs on very general rearrangement invariant quasi-Banach function spaces with A_∞ weights and also modular inequalities with A_∞ weights. Vector-valued inequalities are obtained automatically, without the need of a Banach-valued theory. This provides a method to prove very fine estimates for a variety of operators which include singular and fractional integrals and their commutators. In particular, we obtain weighted, and vector-valued, extensions of the classical theorems of Boyd and Lorentz-Shimogaki. The key is to develop appropriate versions of Rubio de Francia's algorithm.     

Weak martingale Hardy spaces and weak atomic decompositions

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.     

Invariant subspaces of finite codimension in Banach spaces of analytic functions

We give a characterization of invariant subspaces of finite codimension in Banach spaces of vector-valued analytic functions in several variables, where invariant refers to invariance under multiplication by any polynomial. We obtain very weak conditions under which our characterization applies, that unifies and improves a number of previous results. In the vector-valued case, the results are new even for one complex variable. As a concrete application in several variables, we consider the Bergman space on a strictly pseudo-convex domain, and we improve previous results (assuming C^∞-boundary) to the case of C²-boundary.     

A characteristic operator function for the class of n-hypercontractions

We consider a class of bounded linear operators on Hilbert space called n-hypercontractions which relates naturally to adjoint shift operators on certain vector-valued standard weighted Bergman spaces on the unit disc. In the context of n-hypercontractions in the class C0⋅ we introduce a counterpart to the so-called characteristic operator function for a contraction operator. This generalized characteristic operator function Wn,T is an operator-valued analytic function in the unit disc whose values are operators between two Hilbert spaces of defect type. Using an operator-valued function of the form Wn,T, we parametrize the wandering subspace for a general shift invariant subspace of the corresponding vector-valued standard weighted Bergman space. The operator-valued analytic function Wn,T is shown to act as a contractive multiplier from the Hardy space into the associated standard weighted Bergman space.     

BOUNDEDNESS OF SEVERAL OPERATORS ON MARTINGALE SPACES AND THE GEOMETRY OF BANACH SPACES

The aim of this paper is establishing some inequalities of several operators on Banach-space-valued martingales and using them to give some characterizations of geometrical properties of Banach spaces. In particular, the Φ-function nequalitities of sharp operators f_p~#, f_p~#, p-variation operators W_p, W_p and the martingale tranform operator T_v are discussed. It is proved that the boundedness of these operators characterizes the smoothness, convexity and UMD-property of Banach spaces.     

Interpolation theorems on weighted Lorentz martingale spaces

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.     

On vector-valued Banach limits

In this brief communication we propose a vector-valued version of Lorentz’ intrinsic characterization of almost convergence, for which we find a legitimate extension of the concept of Banach limit to vector-valued sequences. Banach spaces 1-complemented in their biduals admit vector-valued Banach limits, whereas c ₀ does not.     

Invariant subspaces of positive strictly singular operators on Banach lattices

It is shown that every positive strictly singular operator T on a Banach lattice satisfying certain conditions is AM-compact and has invariant subspaces. Moreover, every positive operator commuting with T has an invariant subspace. It is also proved that on such spaces the product of a disjointly strictly singular and a regular AM-compact operator is strictly singular. Finally, we prove that on these spaces the known invariant subspace results for compact-friendly operators can be extended to strictly singular-friendly operators.     

Strictly singular and power-compact operators on Banach lattices

Compactness of the iterates of strictly singular operators on Banach lattices is analyzed. We provide suitable conditions on the behavior of disjoint sequences in a Banach lattice, for strictly singular operators to be Dunford-Pettis, compact or have compact square. Special emphasis is given to the class of rearrangement invariant function spaces (in particular, Orlicz and Lorentz spaces). Moreover, examples of rearrangement invariant function spaces of fixed arbitrary indices with strictly singular non power-compact operators are also presented.     

弱型空间的鞅不等式及其应用——纪念李国平院士吴新谋教授诞辰100周年

弱型空间是近年来调和分析与鞅论中倍受关注的研究方向, 该文就以下几方面介绍有关弱型鞅空间的研究工作:(1) Lorentz鞅空间的原子分解;(2) Orlicz鞅空间的强弱型加权不等式; (3) 弱Orlicz鞅空间与拟范数不等式; (4) 在Banach空间理论与二进域调和分析中的应用.     

The Ahlfors–Beurling transform on Morrey spaces with variable exponents

We establish the vector-valued inequalities of the Ahlfors–Beurling operator on Morrey spaces with variable exponents. As consequences of these inequalities, we have the boundedness of the Ahlfors–Beurling transform on Lebesgue spaces with variable exponents and Morrey spaces. The results obtained in this paper are new in the case of Morrey spaces.     

Composition operators on Banach function spaces

We study the boundedness and the compactness of composition operators on some Banach function spaces such as absolutely continuous Banach function spaces on a -finite measure space, Lorentz function spaces on a -finite measure space and rearrangement invariant spaces on a resonant measure space. In addition, we study some properties of the spectra of a composition operator on the general Banach function spaces.