✦ LIBER ✦

Invariance principles with logarithmic averaging for continuous local martingales

✍ Scribed by Faouzi Chaabane

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 133 KB
Volume: 59
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(02)00207-9

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✦ Synopsis

For continuous local martingales, we establish an almost sure central limit theorem and a logarithmic strong law. We also establish the central limit theorem and the law of iterated logarithm associated with this strong law.