THE RADIAL PART OF BROWNIAN-MOTION ON A MANIFOLD - A SEMIMARTINGALE PROPERTY

被引：51
作者：
KENDALL, WS [1 ]
机构：
[1] UNIV WARWICK,INST MATH,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND
来源：
ANNALS OF PROBABILITY | 1987年 / 15卷 / 04期
关键词：
D O I：
10.1214/aop/1176991988
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：1491 / 1500
页数：10
相关论文
共 22 条
[1]   QUADRATIC VARIATION OF POTENTIALS HARMONIC FUNCTIONS [J].
BROSAMLER, GA .
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 1970, 149 (01) :243-+
[2]   AN EXTENSION OF HOPF,E. MAXIMUM PRINCIPLE WITH AN APPLICATION TO RIEMANNIAN GEOMETRY [J].
CALABI, E .
DUKE MATHEMATICAL JOURNAL, 1958, 25 (01) :45-56
[3]  
Cheeger J., 1975, COMP THEOREMS RIEMAN
[4]  
Debiard A., 1976, PUBL RES I MATH KYOT, V12, P391
[5]  
Dellacherie C., 1982, N HOLLAND MATH STUD, V72
[6]   MAXIMUM PRINCIPLE FOR PARABOLIC INEQUALITIES AND THE HEAT-FLOW ON OPEN MANIFOLDS [J].
DODZIUK, J .
INDIANA UNIVERSITY MATHEMATICS JOURNAL, 1983, 32 (05) :703-716
[7]  
ELWORTHY KD, 1982, LONDON MATH SOC LECT, V70
[8]   BROWNIAN-MOTION, GEOMETRY, AND GENERALIZATIONS OF PICARDS LITTLE THEOREM [J].
GOLDBERG, SI ;
MUELLER, C .
ANNALS OF PROBABILITY, 1983, 11 (04) :833-846
[9]  
Greene RE, 1979, FUNCTION THEORY MANI
[10]  
ICHIHARA K, 1984, COMP THEOREMS BROWNI
123