Reference : Martingales on manifolds with time-dependent connection
Scientific journals : Article
Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/10993/14762
Martingales on manifolds with time-dependent connection
English
Guo, Hongxin [Wenzhou University, Wenzhou > School of Mathematics and Information Science]
Philipowski, Robert mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Thalmaier, Anton mailto [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Sep-2015
Journal of Theoretical Probability
Springer
28
3
1038-1062
Yes (verified by ORBilu)
International
0894-9840
1572-9230
New York
NY
[en] stochastic analysis on manifolds ; time-dependent geometry ; martingale
[en] We define martingales on manifolds with time-dependent connection, extending in this way the theory of stochastic processes on manifolds with time-changing geometry initiated by Arnaudon, Coulibaly and Thalmaier (2008). We show that some, but not all properties of martingales on manifolds with a fixed connection extend to this more general setting.
Researchers
http://hdl.handle.net/10993/14762
10.1007/s10959-013-0536-6
http://dx.doi.org/10.1007/s10959-013-0536-6
FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry of random evolutions > 01/03/2015 > 28/02/2018 > 2014

File(s) associated to this reference

Fulltext file(s):

FileCommentaryVersionSizeAccess
Limited access
2014_JTP.pdfPublisher postprint522.43 kBRequest a copy

Bookmark and Share SFX Query

All documents in ORBilu are protected by a user license.