The radial part of a \(\Gamma\)-martingale and a non-implosion theorem

DOI10.1214/aop/1176988276zbMath0839.58062OpenAlexW2038172114MaRDI QIDQ1897146

Wilfrid S. Kendall

Publication date: 24 June 1996

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176988276

zbMATH Keywords

convexityRiemannian manifoldcomparison theoremsRiemannian Brownian motionFeller propertyimplosion

Mathematics Subject Classification ID

Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic analysis (60H99)

Related Items (3)

Itô correction terms for the radial parts of semimartingales on manifolds ⋮ Martingales arising from minimal submanifolds and other geometric contexts ⋮ Two-parameter \(p,q\)-variation paths and integrations of local times

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