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

Abstract 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...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Shiozawa, Yuichi [verfasserIn]

Wang, Jian

Format:

Artikel

Sprache:

Englisch

Erschienen:

2020

Schlagwörter:

Feller process

Hunt process

Lower bounded semi-Dirichlet form

Martingale

Jumping kernel

Law of the iterated logarithm

Anmerkung:

© Springer Science+Business Media, LLC, part of Springer Nature 2020

Übergeordnetes Werk:

Enthalten in: Journal of theoretical probability - Springer US, 1988, 34(2020), 4 vom: 03. Sept., Seite 2005-2032

Übergeordnetes Werk:

volume:34 ; year:2020 ; number:4 ; day:03 ; month:09 ; pages:2005-2032

Links:

Volltext

DOI / URN:

10.1007/s10959-020-01035-8

Katalog-ID:

OLC2077229608

Nicht das Richtige dabei?

Schreiben Sie uns!