Article (Scientific journals)
Martingales on manifolds with time-dependent connection
Guo, Hongxin; Philipowski, Robert; Thalmaier, Anton
2015In Journal of Theoretical Probability, 28 (3), p. 1038-1062
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Keywords :
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.
Disciplines :
Mathematics
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
External co-authors :
yes
Language :
English
Title :
Martingales on manifolds with time-dependent connection
Publication date :
September 2015
Journal title :
Journal of Theoretical Probability
ISSN :
1572-9230
Publisher :
Springer, New York, United States - New York
Volume :
28
Issue :
3
Pages :
1038-1062
Peer reviewed :
Peer Reviewed verified by ORBi
FnR Project :
FNR7628746 - Geometry Of Random Evolutions, 2014 (01/03/2015-28/02/2018) - Anton Thalmaier
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