Martingales on Manifolds with Time-Dependent Connection

被引:0
作者
Hongxin Guo
Robert Philipowski
Anton Thalmaier
机构
[1] Wenzhou University,School of Mathematics and Information Science
[2] University of Luxembourg,Mathematics Research Unit, FSTC
来源
Journal of Theoretical Probability | 2015年 / 28卷
关键词
Stochastic analysis on manifolds; Time-dependent geometry; Martingales; 53C44; 58J65; 60G44; 60G48;
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学科分类号
摘要
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 et al. (C R Acad Sci Paris Ser I 346:773–778, 2008). We show that some, but not all, properties of martingales on manifolds with a fixed connection extend to this more general setting.
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页码:1038 / 1062
页数:24
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