Martingale Nature and Laws of the Iterated Logarithm for Markov Processes of Pure-Jump Type

被引：0

作者：

Shiozawa, Yuichi ^{[1
]}

Wang, Jian ^{[2
]}

机构：

[1] Osaka Univ, Grad Sch Sci, Dept Math, Toyonaka, Osaka 5600043, Japan

[2] Fujian Normal Univ, Ctr Appl Math Fujian Prov FJNU, Fujian Key Lab Math Anal & Applicat FJKLMAA, Coll Math & Informat, Fuzhou 350007, Peoples R China

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2021年 / 34卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Feller process; Hunt process; Lower bounded semi-Dirichlet form; Martingale; Jumping kernel; Law of the iterated logarithm; DIFFUSION;

D O I：

10.1007/s10959-020-01035-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We present sufficient conditions, in terms of the jumping kernels, for two large classes of conservative Markov processes of pure-jump type to be purely discontinuous martingales with finite second moment. As an application, we establish the law of the iterated logarithm for sample paths of the associated processes.

引用

页码：2005 / 2032

页数：28

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