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 numbe...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.展开更多
In this paper, we consider the strong approximation for locally square-integrable martingales. In our results, the limit process may be a process with jumps. This is an extension of the former results.
基金supported by the National Natural Science Foundation of China (No.10271091,10571139)
文摘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.
基金Supported by National Natural Science Foundation of China (Grant No. 10871177)Specialized Research Fund for the Doctor Program of Higher Education (Grant No. 20090101110020)
文摘In this paper, we consider the strong approximation for locally square-integrable martingales. In our results, the limit process may be a process with jumps. This is an extension of the former results.
