B -valued martingale spaces with small index and atomic decompositions

Some atomic decomposition theorems for Banach-space-valued martingales are established. Using them, the embedding relationships between martingale spaces with small index are discussed. The results obtained here are connected closely with thep-uniform smoothness and q-uniform convexity of Banach space in which the martingales take values.     

复拟Banach空间的PL一致光滑性及其鞅刻划

本文引进了空间的ＰＬ一致光滑性与复对称鞅，证明了等价赋范定理，得到了一系列关于ＰＬ一致光滑空间的复对称鞅不等式，并应用复对称鞅的大数定律给出了值空间的ＰＬ一致光滑性的刻划。     

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．     

Right closure of martingale sequences in the sense of theA-integral

In this paper new sufficient (necessary and sufficient for martingales of special form) conditions for the martingale closure from the right in the sense of theA-integral are given. These results follow from the theorem about passing to the limit under theA-integral. The theorem is established using the criterion for transposing iterated limits with respect to the base. It is shown that the sufficient conditions thus obtained are stronger than those previously known. Translated fromMatematicheskie Zametki, Vol.68, No. 1, pp. 98–104, July, 2000.     

Uniform convergence of reversed martingales

A necessary and sufficient condition for the uniform convergence of a family of reversed martingales converging to a degenerated limiting process is given. The condition is expressed by means of regular convergence (in Hardy's sense) of corresponding means. It is shown that the given regular convergence is equivalent to Hoffmann-Jørgensen's eventually totally boundedness in the mean which is necessary and sufficient for the uniform law of large numbers. Analogous results are carried out for families of reversed submartingales. By applying derived results several convergence statements are obtained which extend those from the uniform law of large numbers to the general reversed martingale case.     

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.     

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.     

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.     

几类B值小指标鞅空间的原子分解

本文对几类B值小指标鞅空间建立了原子分解定理,利用原子分解讨论了它们之间的相互嵌入关系,其原子分解的存在性和它们之间的关系均与Banach空间的凸性和光滑性有密切联系.     

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.     

On the rate of convergence in the strong law of large numbers for martingales

The aim of this note is to establish the Baum–Katz type rate of convergence in the Marcinkiewicz–Zygmund strong law of large numbers for martingales, which improves the recent works of Stoica [Series of moderate deviation probabilities for martingales, J. Math. Anal. Appl. 336 (2005), pp. 759–763; Baum–Katz–Nagaev type results for martingales, J. Math. Anal. Appl. 336 (2007), pp. 1489–1492; A note on the rate of convergence in the strong law of large numbers for martingales, J. Math. Anal. Appl. 381 (2011), pp. 910–913]. Furthermore, we also study some relevant limit behaviours for the uniform mixing process. Under some uniform mixing conditions, the sufficient and necessary condition of the convergence of the martingale series is established.     

复测度B值鞅的原子分解

本文利用停时方法给出复测度B值鞅的原子分解，讨论了复测度B值鞅空间的包含关系．此结果是非负测度鞅的推广．     

Remark on strong martingales and the linear embedding of tactics

It is shown that 2-parameter strong martingales in the sense of Walsh can be transformed into 1-parameter martingales by the “embedding of tactics” and can be characterized by this property.     

Laws of large numbers for semimartingales with applications to stochastic regression

Summary Strong laws of large numbers for matrix-normalised vector-valued local martingales are established. The results are derived from strong laws for positive local submartingales and purely discontinuous local martingales and a Borel-Cantelli-type lemma for local martingales of finite variation. The multivariate strong laws are applied to study strong consistency of estimates in stochastic linear regression models.Research supported by the Australian Research Grants Scheme     

On functional laws of the iterated logarithm

Summary A Skorokhod embedding approach is used to give functional laws of the iterated logarithm which involve the process up to timen in the reverse martingale case and the tail of the process in the martingale case. This complements the more usual versions of the iterated logarithm laws for martingales and reverse martingales.     

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.     

局部平方可积鞅Rosenthal}不等式的另一形式

本文研究局部平方可积鞅的一种Rosenthal不等式中常数的性态,证明了其系数与离散参数鞅情形有相同的增长阶.     

型和余型的一个解析鞅特征

应用解析鞅的不等式及其收敛性给出了Ｂａｎａｃｈ空间的型和余型的刻划．     

向量值Lipschitz鞅空间p_λ~β(X)和p_∧~β(X)

本文研究了Ｂａｎａｃｈ空间值Ｌｉｐｃｈｉｔｚ 鞅空间。与与 之间的相互嵌入关系,以及与小指标Ｈａｒｄｙ 鞅空间,的共轭空间之间的相互嵌入关系,其结果与值空间的凸性和光滑 性有着密切的联系,