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Laws of the Iterated Logarithm for Locally Square Integrable Martingales

Laws of the Iterated Logarithm for Locally Square Integrable Martingales
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摘要 Three types of laws of the iterated logarithm (LIL) for locally square integrable martingales with continuous parameter are considered by a discretization approach. By this approach, a lower bound of LIL and a number of FLIL are obtained, and Chung LIL is extended. Three types of laws of the iterated logarithm (LIL) for locally square integrable martingales with continuous parameter are considered by a discretization approach. By this approach, a lower bound of LIL and a number of FLIL are obtained, and Chung LIL is extended.
作者 Fu Qing GAO
出处 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2009年第2期209-222,共14页 数学学报(英文版)
基金 supported by the National Natural Science Foundation of China (No.10271091,10571139)
关键词 locally square integrable martingales law of the iterated logarithm locally square integrable martingales, law of the iterated logarithm
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