Laws of the iterated logarithm for locally square integrable martingales

DOI10.1007/S10114-008-6025-7MaRDI QIDQ1034243zbMATH OpenOpenAlexFDO

Authors Fuqing Gao

Publication date 11 November 2009

Published in Acta Mathematica Sinica, English Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10114-008-6025-7

zbMATH Keywords

law of the iterated logarithmlocally square integrable martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Recommendations

• scientific article; zbMATH DE number 851081
• A law of the iterated logarithm for martingales
• A law of the iterated logarithm for stochastic integrals
• The iterated logarithm laws for optional martingales
• scientific article; zbMATH DE number 1563210

Cites work

• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4034749 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• scientific article; zbMATH DE number 481040 (Why is no real title available?)
• scientific article; zbMATH DE number 1536448 (Why is no real title available?)
• scientific article; zbMATH DE number 4186747 (Why is no real title available?)
• Darling-Erdős theorems for martingales
• Invariance principles for martingales and sums of independent random variables
• On the law of the iterated logarithm for martingales
• Strong approximations of semimartingales by processes with independent increments
• The asymptotic behavior of locally square integrable martingales
• The other law of the iterated logarithm
• Upper and lower functions for martingales and mixing processes

Cited in

(8)

• Invariance principles with logarithmic averaging for continuous local martingales
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• scientific article; zbMATH DE number 3578055 (Why is no real title available?)
• scientific article; zbMATH DE number 1563210 (Why is no real title available?)
• A law of the iterated logarithm for stochastic integrals
• The iterated logarithm laws for optional martingales
• Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
• Moderate deviations and Strassen's law for additive processes

This page was built for publication: Laws of the iterated logarithm for locally square integrable martingales

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1034243)