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
Skorokhod embeddingreverse martingalesquare integrable martingaledoubly-infinite martingalefunctional law of the interated logarithmstoppimg time
Brownian motion (60J65) Functional limit theorems; invariance principles (60F17) Martingales with continuous parameter (60G44)
Cites Work
- Central limit theorems for martingales and for processes with stationary increments using a Skorokhod representation approach
- An invariance principle for the law of the iterated logarithm
- On central limit and iterated logarithm supplements to the martingale convergence theorem
- On Square Integrable Martingales
- The Existence of Certain Stopping Times on Brownian Motion
- On a Theorem of Skorohod
- Stopping times on Brownian motion: Some properties of root's construction
- Invariance principles for the law of the iterated logarithm for martingales and processes with stationary increments
- Martingale Integrals
- Interpolation of martingales
Cited In (6)
- On the rate of convergence for Takagi class functions
- On functional laws of the iterated logarithm
- Random Young towers and quenched limit laws
- Approximations to permutation and exchangeable processes
- Strong invariance principles with rate for ``reverse martingale differences and applications
- A strong invariance principle for reverse martingales
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