集值Pramart的一类鞅逼近

在X^＊可分的条件下,首先讨论了集值Pramart有关支撑函数和距离函数的性质,利用支撑函数和距离函数研究了集值Pramart鞅逼近,在此基础上,给出了集值Pramart的一类鞅分解.     

关于集值上鞅分解式的注记

讨论了集值上鞅与支撑函数的一些性质,利用支撑函数研究了一般Banach空间上集值上鞅的Riesz分解定理,推广和改进了以往的结果。     

关于集值Pramart的某些结果

本文引进了Boohner可积函数空间L~1[Ω;X]中子集的可分解包的概念,给出了集值随机变量族本性上确界的定义及基本性质。以此为基础,研究了集值Pramart的性质;用类似于实值Snell包的方法给出了集值superpramart的上鞅逼近,证明了集值superpramart在Kuratowski-Mosco意义下的收敛定理。     

集值逆鞅的收敛性

研究集值逆鞅(集值逆上鞅)在Kuratowski收敛意义,Kuratowski-Mosco收敛意义及弱收敛意义下的收敛定理.     

集值上鞅的收敛定理及 Riesz 分解

本文给出了集值鞅的进一步性质;建立了集值上鞅外穿不等式;证明了一个集值上鞅收敛定理;研究了集值上鞅的 Riesz 分解.     

关于集值下鞅Riesz分解的注记

在X*可分的条件下给出了集值序列及集值下鞅的一些结果,在此基础上,利用支撑函数,给出了Banach空间集值下鞅的Riesz分解定理。     

集值下(上)鞅的 Doob 分解

本文研究集值下(上)鞅的 Doob 分解.我们得到一些确保 Doob 分解存在的充要条件,并给出例子说明并非所有集值下(上)鞅都有 Doob 分解.     

集值拟鞅和集值一致渐近鞅

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.     

关于集值逆鞅的一些结果

证明了集值逆(上、下)鞅在Hausdorff收敛意义下的收敛定理,给出了集值逆鞅、逆上鞅在Kuratowski收敛意义下的收敛定理及集值逆下鞅在Kuratowski-Mosco收敛意义、弱收敛意义下的收敛定理。     

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．     

A theorem on martingale selection for relatively open convex set-valued random sequences

For set-valued random sequences (G _n) _n=0 ^N with relatively open convex values G _n(ω), we prove a new test for the existence of a sequence (x _n) _n=0 ^N of selectors adapted to the filtration and admitting an equivalent martingale measure. The statement is formulated in terms of the supports of regular upper conditional distributions of G _n. This is a strengthening of the main result proved in our previous paper [1], where the openness of the set G _n(ω) was assumed and a possible weakening of this condition was discussed.     

Interpolation on weak martingale Hardy space

By the weak atomic decompositions of weak martingale Hardy spaces, we investigate the interpolation spaces between weak martingale Hardy spaces and martingale Hardy spaces.     

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．     

弱Orlicz鞅空间的原子分解

本文对于几种类型的弱Orlicz 鞅空间建立了强型和弱型的原子分解定理, 证明了这些空间上的次线性算子的有界性以及这些空间彼此的连续嵌入关系. 弱Orlicz 空间是一类拟Banach 空间, 有关结论扩展了现有的关于Orlicz 空间和弱型Lorentz 空间的相关结论.     

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.     

Approximation theorems for set-valued stochastic integrals

The article is devoted to new properties of Aumann, Lebesgue, and Itô set-valued stochastic integrals considered in papers [1 Kisielewicz, M. (2014). Properties of generalized set-valued stochastic integrals. Discuss. Math. (DICO) 34:131–147. [Google Scholar],2 Kisielewicz, M., Michta, M. (2017). Integrably bounded set-valued stochastic integrals. J. Math. Anal. Appl. 449:1893–1910.[Crossref], [Web of Science ®] , [Google Scholar]]. In particular, it contains some approximation theorems for Aumann and Itô set-valued stochastic integrals. Hence, in particular, it follows that Aumann and Lebesgue set-valued stochastic integrals cover a.s., both for measurable and IF-nonanticipative integrably bounded set-valued stochastic processes.     

Some strong laws of large numbers for blockwise martingale difference sequences in martingale type p Banach spaces

For a blockwise martingale difference sequence of random elements {Vn , n ≥ 1} taking values in a real separable martingale type p (1 ≤ p ≤ 2) Banach space, conditions are provided for strong laws of large numbers of the form limn→∞∑ n i=1 Vi /gn = 0 almost surely to hold where the constants gn ↑∞. A result of Hall and Heyde [Martingale Limit Theory and Its Application, Academic Press, New York, 1980, p. 36] which was obtained for sequences of random variables is extended to a martingale type p (1 p ≤ 2) Banach space setting and to hold with a Marcinkiewicz-Zygmund type normalization. Illustrative examples and counterexamples are provided.