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

Yuichi Shiozawa () and Jian Wang ()
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Yuichi Shiozawa: Osaka University
Jian Wang: Fujian Normal University

Journal of Theoretical Probability, 2021, vol. 34, issue 4, 2005-2032

Abstract: 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.

Keywords: Feller process; Hunt process; Lower bounded semi-Dirichlet form; Martingale; Jumping kernel; Law of the iterated logarithm; 60J75; 47G20; 60G52 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s10959-020-01035-8

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