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In this paper, the law of large numbers of asympotic martingale difference sequence was got by researching the convergence of asymptotic martingale and the Doob s analyse of asymptotic martingale .

研究渐近的收敛性及渐近的 Doob分解,证明了渐近差序列服从大数定

Thirdly,quasi-normal inequalities of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales areidentified by the use of martingale transforms and by the construction of convex or concave function method;on this basis and with the help of previsiblity or regu-larity,Burkholder-Davis-Gundy\'s inequality of a-variation maximal operator and a-conditional variation maximal operator of scalar predictable tree martingales are iden-tified by the application of Hardy-Lorentz interpolation theory.At the same time,bythe use of G.

再次,应用变换和构造凸或凹函数方法证明了标量值可料树的α-方极大算子和α-条件方极大算子的拟范数不等式;然后,在这些拟范数不等式的基础上,应用Hardy-Lorentz空间插值方法证明了当树是可控或正规树时关于标量值可料树α-方极大算子和α-条件方极大算子的Burkholder-Davis-Gundy's不等式成立。

In chapter 2, we define a new operator—the minimal operator on martingale space, it's well known that the maximal operator controls where given martingale f is large, intuitively, we say that the minimal operator controls where a martingale is small.

第二章引入了空间上极小算子mf的概念,众所周知,极大算子可以控制一个"较大"的,那么形象地说,极小算子就是用来控制那些"较小"的,因此,在研究关于极小算子的加权不等式时,很自然地要估计诸如〓,log mf等算子的值。

In addition, we also give the characteristic of uniformly integrable martingale in the rearrangement invariant martingale space and the relationship between one martingale and the accompanying martingale associated with it which is particular in the rearrangement invariant martingale space under the action of some most important martingale operators such as maximal operator, square operator, the greater operator and the smaller operator.

此外我们还考虑了重排不变空间中的是否一致可积的特征以及极大算子、均方算子和上、下算子在重排不变空间及其相伴空间上作用的特殊性质。

Furthermore it describes the norm equivalence of therearrangement invariant martingale spaces acted by the greater operator and the smaller operator, and it represents the norm equivalence of these spaces acted by maximal operator and square operator more deeply.

第五章考虑了重排不变空间框架下的一致可积性与上、下算子以及极大算子、均方算子作用在及其相伴所成空间上的有界性。

Fourthly,in the UMD spaces,the tree martingale transforms and their maximaloperators are defined,and then based on the geometrical property of UMD spaces andcombining new interpolation techniques of Hardy-Lorentz spaces,the inequality ofUMD space valued tree martingale transform maximal operators is obtained.

然后,在UMD空间中,我们定义了树变换及其极大算子,并用UMD空间几何性质和Hardy-Lorentz空间的算子插值理论证明了UMD空间值树变换的极大算子不等式。

The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.

在跳扩散半模型中,引进了跳的强度过程与跳的概率密度函数过程,研究了测度变换对跳的强度与密度函数过程引起的变化、研究了跳扩散半的最小测度与最小熵测度。

The defination of continous parameter set valued ordered supermartingale is given in this paper with a kind of new semi_order in superspace P bfc.

利用有关文献中超空间Pbfc上一种新的半序给出了连续参数集值序上概念,它是连续参数单点值上的集值版本,并利用离散参数集值序上的结果得到了连续参数集值序上的表示定理

In the second part, we give the relationships between some inequalities of trigonometric martingales with values in Banach space and TP uniform convexity of the space. So we characterize the TP q-uniformly convex of the Banach space by inequalities of trigonometric martingales with values in Banach space.

第二部分研究了取值于Banach空间的一类特殊而义具体的-—三角,三角不等式与该空间的q一致TP凸性的关系,从而用三角不等式刻划了空间的q一致TP可凸性。

Moreover,in the light of constructingan one-to-one mapping which preserves ordering,it is shown that each locally fmitetree martingale is isomorphic to a Cairoli-Walsh martingale,and in virtue of which,the convergence of locally finite tree martingales is shown by the use of Cairoli-Walshmartingale theory.

进一步,通过构造一个保序一一映射,证明了每个局部有限树同构于一个多指标(Cairoli-Walsh),这就在树与多指标(Cairoli-Walsh)之间建立了联系,接着利用这种联系与Cairoli-Walsh收敛理论证明了局部有限树收敛定理。

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