MARTINGALE

作品数:179被引量:235H指数:8
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相关作者:丁锋贺祥庆张雷余志平汪荣明更多>>
相关机构:清华大学华东师范大学东南大学南京信息工程大学更多>>
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相关基金:国家自然科学基金国家重点基础研究发展计划中国博士后科学基金安徽省自然科学基金更多>>
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Weak Mixed Martingale Hardy Spaces
《数学进展》2024年第6期1256-1270,共15页ZHANG Chuanzhou LUO Ziyu ZHANG Xueying 
Supported by NSFC(No.11871195)。
In this paper,the authors introduce weak mixed martingale Hardy spaces defined with the help of weak mixed L^(p→) norm.The authors establish atomic decompositions of weak mixed martingale Hardy spaces and give the su...
关键词:weak mixed space atomic decomposition σ-sublinear 
Multi-dimensional Backward Stochastic Differential Equations of Diagonally Quadratic Generators with a Special Structure
《Chinese Annals of Mathematics,Series B》2024年第6期855-868,共14页Guang YANG 
supported by the National Natural Science Foundation of China(Nos.11631004,12031009).
The present paper is devoted to the well-posedness of a type of multi-dimensional backward stochastic differential equations(BSDE for short)with a diagonally quadratic generator.The author gives a new priori estimate,...
关键词:Multi-dimensional BSDE Diagonally quadratic generator BMO martingale 
Non-symmetric differentially subordinate martingales and sharp weak-type bounds for Fourier multipliers
《Science China Mathematics》2024年第8期1807-1826,共20页Meryem Akboudj Yong Jiao Adam Osękowski 
supported by National Natural Science Foundation of China(Grant Nos.12125109 and 11961131003)。
Let p>2 be a given exponent.In this paper,we prove,with the best constant,the weak-type(p,p)inequality■for a large class of non-symmetric Fourier multipliers T_(m) obtained via modulation of jumps of certain Lévy pr...
关键词:weak-type bound Fourier multiplier MARTINGALE differential subordination laminate 
Functional Shige Peng’s Central Limit Theorems for Martingale Vectors
《Communications in Mathematics and Statistics》2024年第2期357-383,共27页Li-Xin Zhang 
Supported by grants from the NSF of China(Grant No.11731012,12031005);Ten Thousands Talents Plan of Zhejiang Province(Grant No.2018R52042);NSF of Zhejiang Province(Grant No.LZ21A010002);the Fundamental Research Funds for the Central Universities.
In this paper,the functional central limit theorem is established for martingale like ran-dom vectors under the framework sub-linear expectations introduced by Shige Peng.As applications,the Lindeberg central limit th...
关键词:Random vector Central limit theorem Functional central limit theorem Martingale difference Sub-linear expectation 
Strong invariance principle for a counterbalanced random walk
《Applied Mathematics(A Journal of Chinese Universities)》2024年第2期370-380,共11页TAN Hui-qun HU Zhi-shui DONG Liang 
Supported by the National Natural Science Foundation of China(11671373).
We study a counterbalanced random walkS_(n)=X_(1)+…+X_(n),which is a discrete time non-Markovian process andX_(n) are given recursively as follows.For n≥2,X_(n) is a new independent sample from some fixed law̸=0 wit...
关键词:random walk MARTINGALE invariance principle 
Attitude control of multi-spacecraft systems on SO(3)with stochastic links failure
《Chinese Journal of Aeronautics》2024年第3期320-331,共12页KANG Zeyu SHEN Qiang WU Shufan Chris J.DAMAREN MU Zhongcheng 
supported in part by the National Natural Science Foundation of China(Nos.U20B2054,U20B2056 and 62103275);the Natural Science Foundation of Shanghai,China(No.23ZR1432400)。
In this paper,for Multi-Spacecraft System(MSS)with a directed communication topology link and a static virtual leader,a controller is proposed to realize attitude consensus and attitude stabilization with stochastic l...
关键词:Multi-spacecraft systems Attitude consensus Attitude stabilization Stochastic links failure Super-martingale convergence 
Noncommutative martingale Hardy-Orlicz spaces:Dualities and inequalities
《Science China Mathematics》2023年第9期2081-2104,共24页Yong Jiao Lian Wu Dejian Zhou 
supported by National Natural Science Foundation of China(Grant Nos.12125109,11971484 and 12001541);Natural Science Foundation of Hunan(Grant No.2021JJ40714);Changsha Municipal Natural Science Foundation(Grant No.kq2014118)。
We investigate dualities and inequalities related to noncommutative martingale Hardy-Orlicz spaces.More precisely,for a concave Orlicz functionΦ,we characterize the dual spaces of noncommutative martingale Hardy-Orli...
关键词:noncommutative martingales Hardy spaces duality Lipschitz spaces Orlicz functions 
The Spread Speed of Multiple Catalytic Branching Random Walks
《Acta Mathematicae Applicatae Sinica》2023年第2期262-292,共31页Rong-li LIU 
supported in part by the National Natural Science Foundation of China (No.12271374)。
In this paper we study the asymptotic behavior of the maximal position of a supercritical multiple catalytic branching random walk(X_(n))on Z.If M_(n) is its maximal position at time n,we prove that there is a constan...
关键词:catalytic branching random walk invariant measure martingale change of measure spine decomposition 
A Two-Step Algorithm to Estimate Variable Importance for Multi-State Data:An Application to COVID-19
《Computer Modeling in Engineering & Sciences》2023年第6期2047-2064,共18页Behnaz Alafchi Leili Tapak Hassan Doosti Christophe Chesneau Ghodratollah Roshanaei 
Survival data with amulti-state structure are frequently observed in follow-up studies.An analytic approach based on a multi-state model(MSM)should be used in longitudinal health studies in which a patient experiences...
关键词:Multi-state data deviance residual martingale residual gradient boosting randomforest neural network variable importance variable selection 
Incompressible Limit of the Compressible Q-tensor System of Liquid Crystals
《Acta Mathematicae Applicatae Sinica》2023年第1期179-201,共23页Yi-xuan WANG 
supported in part by the NSF grant DMS-1907519。
We study the connection between the compressible Navier-Stokes equations coupled by the Qtensor equation for liquid crystals with the incompressible system in the periodic case, when the Mach number is low. To be more...
关键词:compressible liquid crystal system Q-tensor weak solutions martingale solution stochastic compactness Mach number incompressible limit 
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