Laws of the iterated logarithm for locally square integrable martingales

DOI10.1007/S10114-008-6025-7zbMATH Open1239.60023OpenAlexW2121800166MaRDI QIDQ1034243FDOQ1034243

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

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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)

Cites Work

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• The other law of the iterated logarithm
• Strong approximations of semimartingales by processes with independent increments
• On the law of the iterated logarithm for martingales
• The asymptotic behavior of locally square integrable martingales
• Upper and lower functions for martingales and mixing processes
• Invariance principles for martingales and sums of independent random variables
• Darling-Erdős theorems for martingales
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Cited In (8)

• Title not available (Why is that?)
• A law of the iterated logarithm for stochastic integrals
• Invariance principles with logarithmic averaging for continuous local martingales
• Moderate deviations and Strassen's law for additive processes
• The iterated logarithm laws for optional martingales
• Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type
• Uniform iterated logarithm laws for martingales and their application to functional estimation in controlled Markov chains.
• Title not available (Why is that?)

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