Abstract
We prove some laws of the iterated logarithm for two parameter martingale differences of the following type: E(X t|σ(X s, s 1<t 1 or s 2<t 2))=0 a.s.
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Jiang, J. Some Laws of the Iterated Logarithm for Two Parameter Martingales. Journal of Theoretical Probability 12, 49–74 (1999). https://doi.org/10.1023/A:1021740425864
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DOI: https://doi.org/10.1023/A:1021740425864