Martingales on manifolds with time-dependent connection
Probability
2013-05-03 v1
Abstract
We define martingales on manifolds with time-dependent connection, extending in this way the theory of stochastic processes on manifolds with time-changing geometry initiated by Arnaudon, Coulibaly and Thalmaier (2008). We show that some, but not all properties of martingales on manifolds with a fixed connection extend to this more general setting.
Keywords
Cite
@article{arxiv.1305.0454,
title = {Martingales on manifolds with time-dependent connection},
author = {Hongxin Guo and Robert Philipowski and Anton Thalmaier},
journal= {arXiv preprint arXiv:1305.0454},
year = {2013}
}