In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
In this paper, we study the constants in a version of Rosenthal’s inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete ...In this paper, we study the constants in a version of Rosenthal’s inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete time martingales.展开更多
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
By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of ...By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of the following conditions is satisfied,(2) Suppose the Levy's measure of X may be written as v(dt,ds) = Ft(dx) dV(t) and there is a σ-finite measure G such tnat ,展开更多
基金Science Research Foundation of Naval University of Engineering(E307).
文摘In this paper, we establish some ratio inequalities for locally square inte-grable martingales, and give some extensions of the related results for continuous local martingales.
基金the National Natural Science Foundation of China (No.10571176)
文摘In this paper, we study the constants in a version of Rosenthal’s inequality for locally square integrable martingales. We prove that the order of growth rates of the constants is the same as in the case of discrete time martingales.
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.
文摘By using the Ito's calculus, a law of the iterated logarithm is established for the processes with independent increments (PⅡ). Let X = {Xt, t ≥ 0} be a PII with Ext=0,V(t)=Ext2<∞and limt∞V(t)=∞ If one of the following conditions is satisfied,(2) Suppose the Levy's measure of X may be written as v(dt,ds) = Ft(dx) dV(t) and there is a σ-finite measure G such tnat ,
