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.     

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.     

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．     

加权Orlicz-Lorentz鞅空间的原子分解及其应用

本文研究加权Orlicz-Lorentz鞅空间的原子分解理论.利用原子分解方法,获得了加权Orlicz-Lorentz鞅空间的内插理论以及鞅变换算子的有界性证明.上述结果推广了Orlicz和Lorentz鞅空间理论相关结果.     

随机市场系数条件下不连续股价的M-V投资组合选择

在假定市场系数为随机过程并且股票价格服从跳跃扩散过程的市场条件下应用鞅方法讨论一个M-V模型的最优投资组合选择问题.通过引进凹函数U(x)以及等价鞅测度,应用鞅方法以及贝叶斯定理得到了最优投资策略以及有效边界表达式.     

Banach空间值鞅上的拟局部算子

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.     

关于模糊集值平方可积鞅的随机积分

给出了模糊集值平方可积鞅的定义以及简单实值可料过程关于模糊集值平方可积鞅的随机积分的定义;证明了该积分仍具有模糊集值平方可积鞅的性质。     

多物种无穷维反应扩散粒子系统鞅解的唯一性

本文利用鞅方法以及停时、耦合等技巧,并通过构造一族随时间而变化的有穷维上的多物种反应扩散粒子系统的鞅解来做无穷维逼近,证明了多物种无穷维反应扩散粒子系统鞅解的唯一性。     

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 .     

广义鞅及其收敛性

本文目的在于定义一种广义鞅并且讨论它的收敛性。文中首先给出了与某个增加的σ一代数族适应的随机序列几乎必然收敛的充分条件,推广了J.L.Doob的鞅收敛定理。然后讨论了广义鞅具有广义右闭元的条件以及它和几种收敛性之间的关系。最后叙述并且证明了广义鞅的Riesz型分解定理。     

Instructions for Authors

<正>Submission Authors must use LaTeX for typewriting,and visit our website www.actamath.com to submit your paper.Our address is Editorial Office of Acta Mathematica Sinica,Academy of Mathematics and Systems Science,Chinese Academy of Sciences,Beijing 100190,P.R.China.     

THE 8~(th) INTERNATIONAL CONGRESS ON INDUSTRIAL AND APPLIED MATHEMATICS

正August 10-14,2015Beijin,China The International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists     

FRACTIONAL INTEGRALS OF THE WEIERSTRASS FUNCTIONS： THE EXACT BOX DIMENSION

The present paper investigates the fractal structure of fractional integrals of Weierstrass functions. The ezact box dimension for such functions many important cases is established. We need to point out that, although the result itself achieved in the present paper is interesting, the new technique and method should be emphasized. These novel ideas might be useful to establish the box dimension or Hausdorff dimension (especially for the lower bounds) for more general groups of functions.     

English Series

正1 Aims and Scope Acta Mathematicae Applicatae Sinica(English Series)is a quarterly journal established by the Chinese Mathematical Society.The journal publishes high quality research papers from all branches of applied mathematics,particularly welcomes those from partial differential equations,computational mathematics,applied probability,mathematical finance,statistics,dynamical systems,optimization and management science.     

CHINESE ANNALS OF MATHEMATICS SERIES B Volume 35 · 2014 TOTAL CONTENTS

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Congruences,ideals and annihilators in standard QBCC-algebras

We characterize congruence lattices of standard QBCC-algebras and their connection with the congruence lattices of congruence kernels. Work on the paper was supported by Council of Czech Government No J14/98:153100011.     

A decomposition of continuity via ideals

A new class of sets in ideal topological spaces is introduced and using these sets, a decomposition of continuity is given.      

When a compact (countably compact) set is closed. II

We obtain (a) necessary and sufficient conditions and (b) sufficient conditions for a compact (countably compact) set to be closed in products (sequential products) and subspaces (sequential subspaces) of normal spaces. As a consequence of these, sufficient conditions are obtained for (i) the closedness of arbitrary (countable) union of closed sets and (ii) the equality of the union of the closures and the closure of the union of arbitrary (countable) families of sets in these spaces. It is also shown that these results do not hold for quotients of even T ₄,-spaces.     

ASYMPTOTIC BEHAVIOR OF ECKHOFF＇S METHOD FOR FOURIER SERIES CONVERGENCE ACCELERATION

The current paper considers the problem of recovering a function using a limited number of its Fourier coefficients. Specifically, a method based on Bernoulli-like polynomials suggested and developed by Krylov, Lanczos, Gottlieb and Eckhoff is examined. Asymptotic behavior of approximate calculation of the so-called ＂jumps＂ is studied and asymptotic L2 constants of the rate of convergence of the method are computed.