On the embedding of processes in Brownian motion and the law of the iterated logarithm for reverse martingales

DOI10.1017/S0004972700025946zbMATH Open0508.60043OpenAlexW2141120631WikidataQ114850041 ScholiaQ114850041MaRDI QIDQ4746592FDOQ4746592

Authors David J. Scott, Richard Huggins

Publication date 1983

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700025946

zbMATH Keywords

Skorokhod embeddingreverse martingalesquare integrable martingaledoubly-infinite martingalefunctional law of the interated logarithmstoppimg time

Mathematics Subject Classification ID

Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)

Cites work

• An invariance principle for the law of the iterated logarithm
• Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
• Interpolation of martingales
• Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
• Martingale Integrals
• On Square Integrable Martingales
• On a Theorem of Skorohod
• On central limit and iterated logarithm supplements to the martingale convergence theorem
• Stopping times on Brownian motion: Some properties of root's construction
• The Existence of Certain Stopping Times on Brownian Motion

Cited in

(6)

• Random Young towers and quenched limit laws
• On the rate of convergence for Takagi class functions
• Strong invariance principles with rate for ``reverse martingale differences and applications
• A strong invariance principle for reverse martingales
• Approximations to permutation and exchangeable processes
• On functional laws of the iterated logarithm

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