Laws of the iterated logarithm for locally square integrable martingales

Authors
Gao, Fu Qing
Citation
Gao, Fu Qing, Laws of the iterated logarithm for locally square integrable martingales, Acta mathematica Sinica. English series (Print) , 25(2), 2009, pp. 209-222
Journal title
Acta mathematica Sinica. English series (Print) → ACNP
ISSN journal
14398516
Volume
25
Issue
2
Year of publication
2009
Pages
209 - 222
Database
ACNP
SICI code
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.