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MARTINGALES: 作品数：63被引量：91H指数：6; 导出分析报告; 相关作者：汪荣明曾六川任耀峰黄玲更多>>; 相关机构：华东师范大学西安邮电大学中国人民解放军海军工程大学上海师范大学更多>>; 相关期刊：《The Journal of China Universities of Posts and Telecommunications》《Journal of Mathematical Research with Applications》《Science China Mathematics》《Progress in Natural Science:Materials International》更多>>; 相关基金：国家自然科学基金国家教育部博士点基金福建省自然科学基金Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry更多>>

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

Tail-Bound Cost Analysis over Nondeterministic Probabilistic Programs: 《Journal of Shanghai Jiaotong university(Science)》2023年第6期772-782,共11页王培新; the National Natural Science Foundation of China(Nos.61802254,62072299,and 61772336)。; For probabilistic programs,there is some work for qualitative and quantitative analysis about expec-tation or mean,such as expected termination time,and expected cost analysis.However,another non-trivial issue is abou...; 关键词：program cost analysis probabilistic programs tail bound MARTINGALES

Estimation of IIR Systems with Binary-Valued Observations: 《Chinese Annals of Mathematics,Series B》2023年第5期687-702,共16页Ruifen DAI Lei GUO; supported by the National Natural Science Foundation of China(No.12288201)。; Estimation and control problems with binary-valued observations exist widely in practical systems.However,most of the related works are devoted to finite impulse response(FIR for short)systems,and the theoretical prob...; 关键词：Binary-valued observations Infinite impulse response Adaptive estimation Double array martingales Adaptive prediction

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

NEW DOOB'S MAXIMAL INEQUALITIES FOR MARTINGALES: 《Acta Mathematica Scientia》2023年第2期531-538,共8页郝志伟李丽波; 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)。; 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...; 关键词：MARTINGALES Doob's inequality Orlicz-Lorentz-Karamata spaces convex functions

Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales: 《Probability, Uncertainty and Quantitative Risk》2021年第4期319-342,共24页Tianyang Nie Marek Rutkowski; the Australian Research Council Discovery Project(Grant No.DP200101550);The work of T.Nie was supported by the National Natural Science Foundation of China(Grant Nos.12022108,11971267,11831010,61961160732);Natural Science Foundation of Shandong Province(Grant Nos.ZR2019Z D42,ZR2020ZD24)。; The existence,uniqueness,and strict comparison for solutions to a BSDE driven by a multi-dimensional RCLL martingale are developed.The goal is to develop a general multi-asset framework encompassing a wide spectrum of...; 关键词：Backward stochastic differential equation RCLL martingale Comparison theorem

Fixed points of smoothing transformation in random environment: 《Frontiers of Mathematics in China》2021年第4期1191-1210,共20页Xiaoyue ZHANG Wenming HONG; the National Key Research and Development Program of China(No.2020YFA0712900);the National Natural Science Foundation of China(Grant No.11971062);the Scientific Research Foundation for Young Teachers in Capital University of Economics and Business(NO.XRZ2021035).; At each time n∈N,let Y^(n)(ξ)=(y^(n)_(1)(ξ),y^(n)_(2)(ξ),…)be a random sequence of non-negative numbers that are ultimately zero in a random environmentξ=(ξ_(n))n∈N.The existence and uniqueness of the non-nega...; 关键词：Smoothing transformation functional equation branching random walk random environment MARTINGALES

DOOB’S MAXIMAL INEQUALITIES FOR MARTINGALES IN VARIABLE LEBESGUE SPACE被引量：1: 《Acta Mathematica Scientia》2021年第1期283-296,共14页Peide LIU; supported by the NSFC(11471251)。; In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditio...; 关键词：variable Lebesgue space martingale inequality norm convergence Doob’s maximal inequality

Local time and Tanaka formula of G-martingales: 《Applied Mathematics(A Journal of Chinese Universities)》2019年第4期468-479,共12页LIU Guo-min; Supported by the National Natural Science Foundation of China(No.11601282);the Natural Science Foundation of Shandong Province(No.ZR2016AQ10); The objective of this paper is to study the local time and Tanaka formula of symmetric G-martingales.We introduce the local time of G-martingales and show that it belongs to the G-expectation space LG^2(ΩT).By a loca...; 关键词：G-martingale LOCAL TIME Tanaka FORMULA

Supercritical superprocesses: Proper normalization and non-degenerate strong limit被引量：1: 《Science China Mathematics》2019年第8期1519-1552,共34页Yan-Xia Ren Renming Song Rui Zhang; supported by National Natural Science Foundation of China (Grant Nos. 11671017, 11731009 and 11601354);Key Laboratory of Mathematical Economics and Quantitative Finance (Peking University), Ministry of Education, the Simons Foundation (Grant No. 429343);Youth Innovative Research Team of Capital Normal University; Suppose that X ={Xt, t≥0;Pμ} is a supercritical superprocess in a locally compact separable metric space E. Let φ0 be a positive eigenfunction corresponding to the first eigenvalue λ0 of the generator of the mean ...; 关键词：SUPERPROCESSES Seneta-Heyde norming non-degenerate STRONG LIMIT MARTINGALES

MARTINGALES