Results 141 to 150 of about 2,001,462 (190)

Two‐parameter B‐valued martingale Hardy–Lorentz–Karamata spaces: Inequalities and dualities

Mathematische Nachrichten
In this paper, we introduce five two‐parameter B$\mathbf {B}$ ‐valued martingale Hardy–Lorentz–Karamata spaces and establish some atomic decomposition theorems via atomic martingales as well as atomic functions.
Z. Hao, Lin Wang, F. Weisz
semanticscholar   +1 more source

Exponential estimates for two-parameter martingales

Ukrainian Mathematical Journal, 1988
The paper is devoted to the exponential estimates for distributions of continuous two-parameter martingales. More precisely, the probability \(P\{\sup_{t\leq T}| x_ t| \geq \alpha T_ 1T_ 2\}\) is estimated by exponentials. The estimates are given for those martingales \(x_ t\) that have ``one-parameter'' square functions of bounded growth: \(^ i_ t\leq
openaire   +1 more source

RUL prediction integrating feature distribution change point identification and martingale

Measurement science and technology
The two-stage Wiener process (WP) model has become a common method to describe the phased deterioration of bearings over time. However, this model ignores the correlation of feature data distribution structure and change points (CPs) between the two ...
Yanfeng Li, Xiafeng Duan, Weibo Ren, Lei Dong, Zhongxin Chen, W. Du, Junyuan Wang   +6 more
semanticscholar   +1 more source

Two parameter smooth martingales on the Wiener space

Acta Mathematica Sinica, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Planar seminartingales obtained by transformations of two-parameter martingales

1989
In this paper we study the weak local submartingale property and the quasimartingale property of processes obtained by the composition of a two-parameter continuous martingale by c2-functions whose second derivative is convex.
Nguyen Minh Duc, D. Nualart, M. Sanz
openaire   +1 more source

Weak atomic decomposition of B-valued martingales with two-parameters

Acta Mathematica Hungarica, 2010
\textit{R. Cheng} and \textit{G. Shixin} [Acta Math. Hung. 93, No.~1--2, 7--25 (2001; Zbl 1012.60048)] obtained atomic decompositions for B-valued martingales in the two-parameter case. In this paper, the authors define some weak atoms and prove atomic decomposition theorems in weak Hardy spaces.
Li, Y. F., Liu, P. D.
openaire   +1 more source

The transformation theorem for two-parameter pure jump martingales

Probability Theory and Related Fields, 1991
Let M be a martingale of pure jump type, i.e. the compensation of the process describing the total of the point jumps of M in the plane. M can be uniformly approximated by martingales of bounded variation jumping only on finitely many axial parallel lines.
openaire   +2 more sources

Inequalities and duality results with respect to two-parameter strong martingales

Analysis Mathematica, 1997
The author introduces the spaces \(\text{BMO}_q\) and \(\text{BMO}^-_q\) for two parameter strong martingales. The operator \(\sigma\) called the conditional quadratic variation with respect to \((\mathcal F^-_n =\mathcal F_{n_1,n_2-1} \lor \mathcal F_{n_1-1,n_2}\); \(n=(n_1,n_2)\in {\mathbb N}^2)\) is used. Besides the martingale Hardy spaces \(H^*_p\)
openaire   +1 more source

An estimate of the convergence rate in the central limit theorem for two-parameter martingale differences

, 1992
T. Koval
semanticscholar   +1 more source

Atomic Decompositions of Two-parameter Weak Orlicz-Lorentz Martingale Spaces

, 2017
Xueying Zhang, Pan Guo
semanticscholar   +1 more source