Martingales on Manifolds with Time-Dependent Connection

Hongxin Guo (), Robert Philipowski () and Anton Thalmaier ()
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Hongxin Guo: Wenzhou University
Robert Philipowski: University of Luxembourg
Anton Thalmaier: University of Luxembourg

Journal of Theoretical Probability, 2015, vol. 28, issue 3, 1038-1062

Abstract: Abstract 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.

Keywords: Stochastic analysis on manifolds; Time-dependent geometry; Martingales; 53C44; 58J65; 60G44; 60G48 (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/s10959-013-0536-6

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