Differentiable and analytic families of continuous martingales in manifolds with connection

DOI10.1007/s004400050108zbMath0883.60043OpenAlexW2137192128MaRDI QIDQ1360694

Marc Arnaudon

Publication date: 23 July 1997

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

Full work available at URL: https://doi.org/10.1007/s004400050108

zbMATH Keywords

stopping timecontinuous martingales in a manifoldconvex geometry in a manifold

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44)

Related Items (5)

Smoothness of harmonic maps for hypoelliptic diffusions. ⋮ A stability approach for solving multidimensional quadratic BSDEs ⋮ Martingales arising from minimal submanifolds and other geometric contexts ⋮ Backward stochastic differential equations on manifolds. II ⋮ Barycenters of measures transported by stochastic flows

This page was built for publication: Differentiable and analytic families of continuous martingales in manifolds with connection