文献类型：期刊文献

英文题名：THE ASYMPTOTIC-BEHAVIOR OF LOCALLY SQUARE INTEGRABLE MARTINGALES

作者：WANG, JG

年份：1995

卷号：23

期号：2

起止页码：552

外文期刊名：ANNALS OF PROBABILITY

收录：;WOS:【SCI-EXPANDED(收录号:WOS:A1995RL73700004)】；

语种：英文

外文关键词：STRONG LAW OF LARGE NUMBERS; LAW OF THE ITERATED LOGARITHM; LOCALLY SQUARE INTEGRABLE MARTINGALE; STOCHASTIC INTEGRAL

摘要：Let M be a locally square integrable martingale with predictable quadratic Variance (M) and let Delta M = M - M_ be the jump process of M. In this paper, under the Various restrictions on Delta M, the different increasing rates of M in terms of (M) are obtained. For stochastic integrals X = B . M of the predictable process B with respect to M, the a.s. asymptotic behavior of X is also discussed under restrictions on the rates of increase of B and the restrictions on the conditional distributions of Delta M or on the conditional moments of Delta M. This is applied to some simple examples to determine the convergence rates of estimators in statistics.