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XII: 17, 148-161, LNM 649 (1978)
LÉPINGLE, Dominique
Sur le comportement asymptotique des martingales locales (Martingale theory)
This paper is devoted to the extension of well-known statements (the strong law of large numbers, the Borel-Cantelli lemma, and the easier half of the law of the iterated logarithm) to right-continuous local martingales. An interesting technical point is the definition of a family of exponential supermartingales
Keywords: Law of large numbers, Borel-Cantelli lemma, Exponential martingales, Law of the iterated logarithm
Nature: Original
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