| 局部平方可积鞅的Chung重对数律(英文) |
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| 引用本文： | 郑明.局部平方可积鞅的Chung重对数律(英文)[J].应用概率统计,1998(3). |
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| 作者姓名： | 郑明 |
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| 作者单位： | 复旦大学!上海，200433 |
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| 摘 要： | 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，即
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| 关 键 词： | 平方可积鞅 强逼近 时变过程 二阶可料变差 |
The Chung Law of the Iterated Logarithm for Locally Square Integrable Martingales |
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| ZHENG MINC.The Chung Law of the Iterated Logarithm for Locally Square Integrable Martingales[J].Chinese Journal of Applied Probability and Statisties,1998(3). |
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| Authors: | ZHENG MINC |
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| Abstract: | Let X = (Xt, t 0) be a locally square integrable martingale with Xo = 0. The predictable quadratic variation of X is . 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 |
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| Keywords: | square integrable martingale strong approximation time changed processes predictable quadratic variation |
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