Abstract
On the intrinsic time-scale, a martingale with uniformly bounded increments escapes from a strip at the same asymptotic rate as Brownian motion.
Citation
David Blackwell. David Freedman. "On the Amount of Variance Needed to Escape from a strip." Ann. Probab. 1 (5) 772 - 787, October, 1973. https://doi.org/10.1214/aop/1176996845
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