局部平方可积鞅的Chung重对数律(英文)

The Chung Law of the Iterated Logarithm for Locally Square Integrable Martingales

设X＝（Xt，t0）为局部平方可积鞅，且Xo＝0，＜X，X＞t为其二阶可料变差．利用连续半鞅的强逼近结果，我们证明了在较弱的条件下，X的Chung重对数律成立。

Let X = (Xt, t 0) be a locally square integrable martingale with Xo = 0. The predictable quadratic variation of X is <X,X>. Using the strong approximation result for continuous time semimartignales, we prove that if the jumps of X satisfy certain assumptions, the Chung law of the iterated logarithm for the locally square integrable martingale holds,that is