Itô correction terms for the radial parts of semimartingales on manifolds

DOI10.1007/BF01192198zbMath0822.58055MaRDI QIDQ1346967

Huiling Le, Dennis Barden

Publication date: 17 October 1995

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

manifoldlocal timessemimartingale

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (5)

Brownian motion and the distance to a submanifold ⋮ A diffusion approach to Stein's method on Riemannian manifolds ⋮ Brownian bridges to submanifolds ⋮ On the measure of the cut locus of a Fréchet mean ⋮ Bridge simulation and metric estimation on Lie groups

Cites Work

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• Stochastic calculus in manifolds. With an appendix by P.A. Meyer
• The radial part of Brownian motion. II: Its life and times on the cut locus
• Cut loci in Riemannian manifolds
• The radial part of a \(\Gamma\)-martingale and a non-implosion theorem
• Conjugate loci of constant order
• Dédoublement des variétés à bord et des semir-martingales
• The Conjugate Locus of a Riemannian Manifold
• Riemannian geometry

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