1) quasi-martingales transform
拟鞅变换
1.
The article discusses not only the weak inequality of maximal function of quasi-martingales but also the convergence of quasi-martingales transforms.
利用复测度鞅的相关结果,证明了关于复值函数Ψ的条件下,复测度拟鞅的弱型不等式及复测度拟鞅变换的收敛性。
2) martingale transforms
鞅变换
1.
Convergence properties of martingales and martingale transforms for p-th conditional expectation;
鞅与鞅变换的p阶条件期望的收敛性
2.
The forecasting sequence and martingale transforms in Banach algebra are researched.
主要研究取值于p阶光滑的Banach代数中的可预报序列与鞅变换,重点讨论了鞅变换的p阶条件数学期望的收敛性,推广了胡迪鹤在文献[3]中的相应结论,完善了鞅变换的收敛理论。
3.
Based on the inter-imbedding relationship in Orlicz martingale spaces,the relations between the inequalities of the martingale transforms operators in Banach-space-valued Orlicz martingale spaces and geometrical properties of the Banach spaces are studied.
定义了可乘Φ不等式,并利用Banach值Orlicz鞅空间的相互嵌入关系,讨论了Banach值Orlicz鞅空间上鞅变换算子Tv的可乘Φ不等式与Banach空间几何性质之间的关系。
3) martingale transform
鞅变换
1.
The boundedness of the martingale transform operator on Banach-space-valued martingale Hardy spaces and Garsia spaces,is given;the p uniform smoothness and q uniform convexity of Banach spaces are characterized by the boundedness of martingale transform operators.
运用Banach值鞅不等式和鞅空间的相互嵌入关系给出了B值鞅Hardy空间与Garsia型空间之间鞅变换算子的有界性,并利用鞅变换算子的有界性刻画Banach空间一致凸性和一致光滑性。
2.
The paper generates the boundedness of operator-valued martingale transform to the vector Lipschitz space,and gives a conclusion to Martines and Torrea in the vector Lipschitz space.
通过研究鞅空间理论中的一个基本问题——鞅变换算子的有界性,得到了一些好的结论,并推广了Mar-tinez和Torrea关于广义的算子在BMO鞅空间上的有界性的结论。
4) operator-valued martingale transforms
算子值鞅变换
1.
Describe the boundedness of the operator-valued martingale transforms,and as an application the p-uniform smoothness and q-uniform convexity of Banach spaces are characterized by the boundedness of martingale transform operators.
讨论了算子值鞅变换的有界性,并应用鞅变换的有界性刻画了Banach空间的几何性质一致凸及一致光滑性。
5) equivalent martingale measurement transformation
等价鞅测度变换
1.
It puts forward a new kind of pricing approach of credit guarantee based on option pricing of bivariate equivalent martingale measurement transformation of continuo.
针对这一操作中非常流行的现象,考虑了第三方提供反担保条件下的信用担保定价问题,并给出了基于连续时间金融的二元等价鞅测度变换的期权定价方法,从而为提供反担保条件下的信用担保定价提供了理论上的准备和技术上的支持。
6) quasi-martingale
拟鞅
1.
With quasi-martingale method,this paper solves an option pricing model in the fractional market,which makes original Black-Scholes equation as an special example.
本文从股价收益的时变性和波动的长记忆性两个方面考虑,建立了分数O-U过程;接着在分数风险中性测度下,利用分数情形下的Girsanov定理获得了分数O-U过程的唯一等价测度;进而采用拟鞅(quasi-martingale)定价方法,得到了分数市场环境中的期权定价模型,使得布朗运动和O-U过程驱动的期权定价模型均成为其特例;最后用算例,验证了长记忆参数H是期权定价中不可忽略的因素。
2.
In this paper, some inequalities are established between a p-quasi-martingale and its p-power function.
建立了B值p-拟鞅与其P方函数的包括凸Φ-不等式在内的若干不等式,反过来用这些不等式刻划了Banach空间的凸性和光滑性;并建立了B值拟鞅变换的凸Φ-不等式,得到了UMD空间的刻划,推广和深化了已知鞅的相应结论。
3.
Let 1quasi-martingale f=fnn≥0∈pHσαX, f can be decomposed into fn=sum form k∈Z to μkank(n≥0) and ‖f‖pHασ(X)+‖Rf‖α～inf(sum form k∈Z to μkα)1/α, where ak=(ank)n≥0(k∈Z) is a sequence of 1, α, ∞; p quasi-martingale atoms with supk∈Z‖ak*‖α<∞ and μkk∈Z∈lα are nonnegative numbers.
设1
补充资料：鞅鞅不乐
1.因不满意而很不快乐。鞅，通"怏"。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条