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

DOI10.1007/S10959-020-01035-8MaRDI QIDQ2664530zbMATHOpenAlexFDO

Authors Yuichi Shiozawa, Jian Wang

Publication date 17 November 2021

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

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)

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.

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Cited in

(3)

• Laws of the iterated logarithm for symmetric jump processes
• A pure jump Markov process with a random singularity spectrum
• 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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