Martingales on noncompact manifolds: Maximal inequalities and prescribed limits
type: Item
instance of: scholarly article
title: Martingales on noncompact manifolds: Maximal inequalities and prescribed limits
zbMATH Open document ID: 0861.58050
published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques
publication date: 1997-05-21T00:00:00Z
full work available at URL: http://www.numdam.org/item
full work available at URL: https://eudml.org/doc/77542
review text: For \(\Gamma\)-martingales, with respect to an arbitrary connection \(\Gamma\) on a Riemannian manifold, a version of the Burkholder-Davis-Gundy inequalities is presented. These are applied to the extension to noncompact manifolds of Kendall's theorem on existence and uniqueness of \(\Gamma\)-martingales with a prescribed limit, which is related to the Dirichlet problem for harmonic maps.
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 915913
zbMATH Keywords: martingales on manifolds
zbMATH Keywords: Brownian motion
zbMATH Keywords: gamma-martingale
author: Richard W. R. Darling
reviewed by: Simon Eloshvili
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 915913