We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey sp...We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob＇s inequality on martingale block spaces, we obtain the Davis＇ decompositions for martingale Morrey spaces.展开更多
In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα,...In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα, pLα, p H#α, pKr to Lα （0 α ∞）, respectively. The facts show that it depends on the geometrical properties of the Banach space.展开更多
The article first studies the fully coupled Forward-Backward Stochastic Differential Equations （FBSDEs） with the continuous local martingale. The article is mainly divided into two parts. In the first part, it consi...The article first studies the fully coupled Forward-Backward Stochastic Differential Equations （FBSDEs） with the continuous local martingale. The article is mainly divided into two parts. In the first part, it considers Backward Stochastic Differential Equations （BSDEs） with the continuous local martingale. Then, on the basis of it, in the second part it considers the fully coupled FBSDEs with the continuous local martingale. It is proved that their solutions exist and are unique under the monotonicity conditions.展开更多
Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for t...Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .展开更多
Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co ...Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co 〉 0 and to 〉 0, where ψ1 and ψ2 are the left-continuous derivative functions of ψ1 and ψ2, respectively. We claim that： （i） If B is isomorphic to a p-uniformly smooth space （or q-uniformly convex space, respectively）, then there exists a constant c 〉 0 such that for any B-valued martingale f = （fn）n≥0,｜｜f^＊｜｜φ1≤｜｜S^（p）（f）｜｜φ2（of｜｜S^（q）（f）｜｜φ1≤c｜｜f^＊｜｜φ2,respectively）,where f^＊ and S^（p） （f） are the maximal function and the p-variation function of f respectively; （ii） If B is a UMD space, Tvf is the martingale transform of f with respect to v = （Vn）z≥0 （V^＊ 〈 1）, then ｜｜（Tvf）^＊｜｜Ф1≤f^＊｜｜Ф2.展开更多
In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is c...In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is characterized in terms of the Hàjek-Rèniy type inequality for Banach space valued martingales.Those results generalize the recent results of Gan Shixin [2].展开更多
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...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.展开更多
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...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.展开更多
In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f...In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.展开更多
A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexi...A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.展开更多
In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduce...In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.展开更多
In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable expo...In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable exponent Hardy spaces. We also obtain the variable exponent analogues of several martingale inequalities in classical theory, including convexity lemma, Chevalier＇s inequality and the equivalence of two kinds of martingale spaces with predictable control. Moreover, under the regular condition on σ-algebra sequence we prove the equivalence between five kinds of variable exponent martingale Hardy spaces.展开更多
The aim of this paper is to establish several necessary and sufficient conditions in order that the weighted inequality ρ（M f 〉 λ）Φ（λ） ≤ C ∫_Ω~Ψ （C｜f｜）σdμ,λ 〉 0 or ρ（Mf〉λ） ≤ C∫-Ω~Φ（Cλ^...The aim of this paper is to establish several necessary and sufficient conditions in order that the weighted inequality ρ（M f 〉 λ）Φ（λ） ≤ C ∫_Ω~Ψ （C｜f｜）σdμ,λ 〉 0 or ρ（Mf〉λ） ≤ C∫-Ω~Φ（Cλ^-1 ｜f｜）σdμ,λ 〉0 holds for every uniformly integral martingale f=（f_n）, where M is the Doob＇s maximal operator, Φ, Ψ are both Φ-functions, and e, σ are weights.展开更多
Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M...Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.展开更多
In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities...In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.展开更多
In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lo...In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lorentz spaces are proved.展开更多
Using stopping time method we proved the Φ-inequalities, pointwise convergence, strong and weak laws of large numbers of Hardy martingale transforms with values in complex Banach spaces, and applying them to give sev...Using stopping time method we proved the Φ-inequalities, pointwise convergence, strong and weak laws of large numbers of Hardy martingale transforms with values in complex Banach spaces, and applying them to give several characterizations of AUMD spaces.展开更多
In this article, the authors introduce two operators-geometrical maximal operator Mo and the closely related limiting operator M0^＊, then they give sufficient conditions under which the equality M0=MM0^＊ holds, and ...In this article, the authors introduce two operators-geometrical maximal operator Mo and the closely related limiting operator M0^＊, then they give sufficient conditions under which the equality M0=MM0^＊ holds, and characterize the equivalent relations between the weak or strong type weighted inequality and the property of W∞-weight or W∞^＊-weight for the geometrical maximal operator in the case of two-weight condition. What should be mentioned is that the new operator-the geometrical minimal operator is equal to the limitation of the minimal operator sequence, and the results for the minimal operator proved in [12] makes the proof elegant and evident.展开更多
In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,...In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,Φ_2 are Young functions, w_i(i = 1,2,3, 4) are weights, f~* =sup n≥0 |f_n| and f_∞=lim n→∞ f_n a.e. As an application, two-weight weak type maximal inequalities of martingales are considered, and particularly a new equivalence condition is presented.展开更多
文摘We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob＇s inequality on martingale block spaces, we obtain the Davis＇ decompositions for martingale Morrey spaces.
基金supported by the Nation Natural Science Foundation of China(10671147)Wuhan University of Science and Engineering under grant (093877)
文摘In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα, pLα, p H#α, pKr to Lα （0 α ∞）, respectively. The facts show that it depends on the geometrical properties of the Banach space.
文摘The article first studies the fully coupled Forward-Backward Stochastic Differential Equations （FBSDEs） with the continuous local martingale. The article is mainly divided into two parts. In the first part, it considers Backward Stochastic Differential Equations （BSDEs） with the continuous local martingale. Then, on the basis of it, in the second part it considers the fully coupled FBSDEs with the continuous local martingale. It is proved that their solutions exist and are unique under the monotonicity conditions.
文摘Let 2≤p【∞ and let (f n) be a martingale. Using exponential bounds of the probabilities of the type P(|f n|】λ‖T(f n)‖ ∞) for some quasi-linear operators acting on martingales, we estimate upper bounds for the L p-norms of the maximal functions of martinglaes. Our result is the extension and improvements of the results obtained previously by HITCZENKO and ZENG .
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let B be a Banach space, φ1, φ2 be two generalized convex φ-functions and φ1, φ2 the Young complementary functions of ψ1, ψ2 respectively with∫t t0ψ2（s）/sds≤ds≤c0ψ1（c0t）（t〉t0）for some constants co 〉 0 and to 〉 0, where ψ1 and ψ2 are the left-continuous derivative functions of ψ1 and ψ2, respectively. We claim that： （i） If B is isomorphic to a p-uniformly smooth space （or q-uniformly convex space, respectively）, then there exists a constant c 〉 0 such that for any B-valued martingale f = （fn）n≥0,｜｜f^＊｜｜φ1≤｜｜S^（p）（f）｜｜φ2（of｜｜S^（q）（f）｜｜φ1≤c｜｜f^＊｜｜φ2,respectively）,where f^＊ and S^（p） （f） are the maximal function and the p-variation function of f respectively; （ii） If B is a UMD space, Tvf is the martingale transform of f with respect to v = （Vn）z≥0 （V^＊ 〈 1）, then ｜｜（Tvf）^＊｜｜Ф1≤f^＊｜｜Ф2.
基金Supported by the Youth Foundation of the Department of Education of Sichuan Province（07ZB042） Supported by Natural Science Foundation of the Department of Education of Sichuan Province（09ZC071）
文摘In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is characterized in terms of the Hàjek-Rèniy type inequality for Banach space valued martingales.Those results generalize the recent results of Gan Shixin [2].
文摘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.
基金Supported by the National Natural Foundation of China(10671147)
文摘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.
文摘In this article, some necessary and sufficient conditions are shown in order that the inequality of the form Ф1（λ）Pu（f^＊〉λ）≤Ev （Ф2（C｜f∞｜）） holds with some constant C 〉 0 independent of martingale f = （fn）n≥0 and λ 〉 0, where Фl and Ф2 are a pair of Young functions, f^＊=sup n≥0｜fn｜ adn f∞=lim n→∞ fn a.e.
基金Supported by the Scientific Research Foundation of Hubei Province (D200613001)the National Natural Science Foundation of China (10371093)
文摘A generalized Rosenthal＇s inequality for Banach-space-valued martingales is proved, which extends the corresponding results in the previous literatures and characterizes the p-uniform smoothness and q-uniform convexity of the underlying Banach space. As an application of this inequality, the strong law of large numbers for Banach-space-valued martingales is also given.
基金supported by National Natural Science Foundation of China(Grant No.11201354)Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology)(Y201321)National Natural Science Foundation of Pre-Research Item(2011XG005)
文摘In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.
基金supported by NSFC(11471251)supported by NSFC(11271293)
文摘In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable exponent Hardy spaces. We also obtain the variable exponent analogues of several martingale inequalities in classical theory, including convexity lemma, Chevalier＇s inequality and the equivalence of two kinds of martingale spaces with predictable control. Moreover, under the regular condition on σ-algebra sequence we prove the equivalence between five kinds of variable exponent martingale Hardy spaces.
基金Supported by the National Natural Science Foundation of China (1067114711071190)
文摘The aim of this paper is to establish several necessary and sufficient conditions in order that the weighted inequality ρ（M f 〉 λ）Φ（λ） ≤ C ∫_Ω~Ψ （C｜f｜）σdμ,λ 〉 0 or ρ（Mf〉λ） ≤ C∫-Ω~Φ（Cλ^-1 ｜f｜）σdμ,λ 〉0 holds for every uniformly integral martingale f=（f_n）, where M is the Doob＇s maximal operator, Φ, Ψ are both Φ-functions, and e, σ are weights.
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.
基金This work was supported by the NSF of China and the aid financial plan for the backbone of the young teachers of University of Henan
文摘In this article the authors introduce the minimal operator on martingale spaces, discuss some one-weight and two-weight inequalities for the minimal operator and characterize the conditions which make the inequalities hold.
基金supported by the National Natural Science Foundation of China(10871016)
文摘In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lorentz spaces are proved.
文摘Using stopping time method we proved the Φ-inequalities, pointwise convergence, strong and weak laws of large numbers of Hardy martingale transforms with values in complex Banach spaces, and applying them to give several characterizations of AUMD spaces.
基金supported by the NSF of China and the aid financial plan for the backbone of the young teachers of university of Henan
文摘In this article, the authors introduce two operators-geometrical maximal operator Mo and the closely related limiting operator M0^＊, then they give sufficient conditions under which the equality M0=MM0^＊ holds, and characterize the equivalent relations between the weak or strong type weighted inequality and the property of W∞-weight or W∞^＊-weight for the geometrical maximal operator in the case of two-weight condition. What should be mentioned is that the new operator-the geometrical minimal operator is equal to the limitation of the minimal operator sequence, and the results for the minimal operator proved in [12] makes the proof elegant and evident.
基金Supported by the National Natural Science Foundation of China(11871195)
文摘In this article, some necessary and sufficient conditions are shown in order that weighted inequality of the form ■holds a.e. for uniformly integrable martingales f =(f_n)n≥0 with some constant C > 0,where Φ_1,Φ_2 are Young functions, w_i(i = 1,2,3, 4) are weights, f~* =sup n≥0 |f_n| and f_∞=lim n→∞ f_n a.e. As an application, two-weight weak type maximal inequalities of martingales are considered, and particularly a new equivalence condition is presented.
