跳受控制的局部平方可积鞅的渐近行为

Asymptotic Behaviour of Locally Square Integrable Martingales with Dominated Jumps

对局部平方可积鞅,若其可料二次变差趋于无穷,在其跳满足不同的增长条件时,本文给出了鞅本身不同的增长速度。

Let M be a locally square integrable martingale and <M> be the predictable quadratic variation of M. In this paper for the different increasing rates of the jumps △M ofM, the insreasing rates of M are given, i. e.,ⅰ)ⅱ)ⅲ) where LLgx=log(log(x∨e)).