Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karam...Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).展开更多
From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing fu...From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing functions of time, and when the option equals the yield, the investment opportunity cost is the least, which is the appropriate time for the enterprise investment. Under the condition that the investment yield is an increasing function of time, the investment opportunity cost is also an increasing function of time after the time when the investment option equals the investment yield. So the investors should invest as soon as possible, otherwise they should stop investment forever in this project. It is impossible to acquire more investment yields by indefinitely delaying the investment. Meanwhile, the study also shows that the martingale method, used widely in financial investment theory, is a powerful tool for enterprise investment decision making.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
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 introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong mar...In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.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
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
The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. ...The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.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
In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach sp...In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.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
基金supported by the National Natural Science Foundation of China(11801001,12101223)the Scientific Research Fund of Hunan Provincial Education Department(20C0780)the Natural Science Foundation of Hunan Province(2022JJ40145,2022JJ40146)。
文摘Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).
文摘From the point of view of the basic option model, enterprise investment decision making under uncertainty is studied based on the martingale method. The study shows that investment options and yields are increasing functions of time, and when the option equals the yield, the investment opportunity cost is the least, which is the appropriate time for the enterprise investment. Under the condition that the investment yield is an increasing function of time, the investment opportunity cost is also an increasing function of time after the time when the investment option equals the investment yield. So the investors should invest as soon as possible, otherwise they should stop investment forever in this project. It is impossible to acquire more investment yields by indefinitely delaying the investment. Meanwhile, the study also shows that the martingale method, used widely in financial investment theory, is a powerful tool for enterprise investment decision making.
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 .
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.
文摘In this paper we introduce the concept of two-parameterB-valued strong martingales and investigate some features of these strong martingales. We also characterizep-smoothable Banach spaces in terms of these strong martingales.
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 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 Foun-dation of China (10371093)
文摘The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.
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
文摘In this paper we investigated theL 1 norm inequalities of theP square and the maximal functions of two-parameterB-valued strong martingales, which can be applied to characterizep-smoothness andq-convexity of Banach spaces.
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.
