Laws of the iterated logarithm for locally square integrable martingales |
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| Authors: | Fu Qing Gao |
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| Institution: | (1) School of Mathematics and Statistics, Wuhan University, Wuhan, 430072, P. R. China |
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| Abstract: | 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.
Research supported by the National Natural Science Foundation of China (No. 10271091, 10571139) |
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| Keywords: | locally square integrable martingales law of the iterated logarithm |
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