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

Yuichi Shiozawa; Jian Wang

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arXiv · 1912.04534

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

Yuichi Shiozawa·Jian Wang

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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 the associated processes.

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Yuichi Shiozawa, Jian Wang. 2019-12-10. Martingale Nature and Laws of the Iterated Logarithm for Markov Processes of Pure-Jump Type. https://arxiv.org/abs/1912.04534

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