2 matches found
: 59, 217-236, LNM 921 (1982)DARLING, Richard W.R.
Martingales in manifolds - Definition, examples and behaviour under maps
(Stochastic differential geometry
Martingales in manifolds have been introduced independently by Meyer 1505
and the author (Ph.D. Thesis). This short note is a review of that thesis; here, the definition of a manifold-valued martingale is by its behaviour under convex functionsComment:
More details are given in Bull. L.M.S. 15
(1983), Publ R.I.M.S. Kyoto
(1983) and Zeit. für W-theorie 65
(1984). Characterizating of manifold-valued martingales by convex functions has become a powerful tool: see for instance Émery's book Stochastic Calculus in Manifolds
(Springer, 1989) and his St-Flour lectures (Springer LNM 1738)Keywords: Martingales in manifolds
, Semimartingales in manifolds
, Convex functionsNature: Original Retrieve article from Numdam
: 18, 175-185, LNM 1321 (1988)DARLING, Richard W.R.
; LE JAN, Yves
The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial Retrieve article from Numdam