Laws of the iterated logarithm for locally square integrable martingales

DOI10.1007/S10114-008-6025-7zbMath1239.60023OpenAlexW2121800166MaRDI QIDQ1034243

Fu Qing Gao

Publication date: 11 November 2009

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-008-6025-7

zbMATH Keywords

law of the iterated logarithmlocally square integrable martingales

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Strong limit theorems (60F15) Martingales with continuous parameter (60G44) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Moderate deviations and Strassen's law for additive processes

Cites Work

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• Invariance principles for martingales and sums of independent random variables
• On the law of the iterated logarithm for martingales
• Upper and lower functions for martingales and mixing processes
• The other law of the iterated logarithm
• Darling-Erdős theorems for martingales
• The asymptotic behavior of locally square integrable martingales
• Strong approximations of semimartingales by processes with independent increments

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