Martingale nature and laws of the iterated logarithm for Markov processes of pure-jump type

DOI10.1007/S10959-020-01035-8zbMATH Open1482.60110arXiv1912.04534OpenAlexW3083345820MaRDI QIDQ2664530FDOQ2664530

Yuichi Shiozawa, Jian Wang

Publication date: 17 November 2021

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Abstract: We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish the law of the iterated logarithm for sample paths of the associated processes.

Full work available at URL: https://arxiv.org/abs/1912.04534

zbMATH Keywords

martingaleFeller processhunt processlaw of iterated logarithmjumping kernellower bounded semi-Dirichlet form

Mathematics Subject Classification ID

Integro-differential operators (47G20) Stable stochastic processes (60G52) Jump processes on discrete state spaces (60J74)

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Cited In (1)

• The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations

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