Martingales on manifolds with time-dependent connection

Reference : Martingales on manifolds with time-dependent connection


	Document type :	Scientific journals : Article
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/10993/14762

Title :	Martingales on manifolds with time-dependent connection
Language :	English
Author, co-author :	Guo, Hongxin [Wenzhou University, Wenzhou > School of Mathematics and Information Science]
	Philipowski, Robert [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
	Thalmaier, Anton [University of Luxembourg > Faculty of Science, Technology and Communication (FSTC) > Mathematics Research Unit]
Publication date :	Sep-2015
Journal title :	Journal of Theoretical Probability
Publisher :	Springer
Volume :	28
Issue/season :	3
Pages :	1038-1062
Peer reviewed :	Yes (verified by ORBi^lu)
Audience :	International
ISSN :	0894-9840
e-ISSN :	1572-9230
City :	New York
Country :	NY
Keywords :	[en] stochastic analysis on manifolds ; time-dependent geometry ; martingale
Abstract :	[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.
Target :	Researchers
Permalink :	http://hdl.handle.net/10993/14762
DOI :	10.1007/s10959-013-0536-6
Other URL :	http://dx.doi.org/10.1007/s10959-013-0536-6
FnR project :	FnR ; FNR7628746 > Anton Thalmaier > GEOMREV > Geometry of random evolutions > 01/03/2015 > 28/02/2018 > 2014

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