Related papers: Horizontal $\Delta$-semimartingales on orthonormal…

In this article, we investigate sequences of discontinuous martingales on submanifolds of higher-dimensional Euclidean space. Those sequences naturally arise when we deal with a sequence of harmonic maps with respect to non-local Dirichlet…

Martingales with jumps on Riemannian manifolds and harmonic maps with respect to Markov processes are discussed in this paper. Discontinuous martingales on manifolds were introduced in Picard (1991). We obtain results about the convergence…

In this article we propose a model for stochastic delay differential equation with jumps (SDDEJ) in a differentiable manifold $M$ endowed with a connection $\nabla$. In our model, the continuous part is driven by vector fields with a fixed…

We present a criterion for the stochastic completeness of a submanifold in terms of its distance to a hypersurface in the ambient space. This relies in a suitable version of the Hessian comparison theorem. In the sequel we apply a…

Let $M$ be a compact manifold equipped with a pair of complementary foliations, say horizontal $\mathcal{H}$ and vertical $\mathcal{V}$. In Melo, Morgado and Ruffino (Disc Cont Dyn Syst B, 2016, 21(9)) it is proved that if a semimartingale…

We study a rolling model from the perspective of probability. More precisely, we consider a Riemannian manifold rolling against Euclidean space, where the rolling is coupled with random slipping and twisting. The system is modelled by a…

Geodesics become an essential element of the geometry of a semi-Riemannian manifold. In fact, their differences and similarities with the (positive definite) Riemannian case, constitute the first step to understand semi-Riemannian Geometry.…

Let $M$ be a submanifold of a Riemannian manifold $(N,g)$. $M$ induces a subbundle $O(M,N)$ of adapted frames over $M$ of the bundle of orthonormal frames $O(N)$. Riemannian metric $g$ induces natural metric on $O(N)$. We study the geometry…

We propose a method for developing the flows of stochastic dynamical systems, posed as Ito's stochastic differential equations, on a Riemannian manifold identified through a suitably constructed metric. The framework used for the stochastic…

The question whether a Riemannian manifold is geodesically connected can be studied from geometrical as well as variational methods, and accurate results can be obtained by using the associated distance and related properties of the…

I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such…

In this paper, we propose a general procedure for establishing the geometric landscape connections of a Riemannian optimization problem under the embedded and quotient geometries. By applying the general procedure to the fixed-rank positive…

In this paper, we study a class of Quadratic Backward Stochastic Differential Equations (QBSDE in short) with jumps and unbounded terminal condition. We extend the class of quadratic semimartingales introduced by Barrieu and El Karoui…

We discuss some specializations of the frames of flat orthonormal frame bundles over geometries of indefinite signature, and the resulting symmetries of families of embedded Riemannian or pseudo-Riemannian geometries. The specializations…

Semi-Riemannian manifolds that satisfy (homogeneous) linear differential conditions of arbitrary order on the curvature are analyzed. They include, in particular, the spaces with (higher-order) recurrent curvature, (higher-order) symmetric…

We study a quantum and classical correspondence related to the Strichartz estimates. First we consider the orthonormal Strichartz estimates on manifolds with ends. Under the nontrapping condition we prove the global-in-time estimates on…

We provide a new and simple system of equations for the normal sub-Riemannian geodesics. These use a partial connection that we show is canonically available, given a choice of complement to the distribution. We also describe conditions…

This paper studies the quotient geometry of bounded or fixed-rank correlation matrices. We establish a bijection between the set of bounded-rank correlation matrices and a quotient set of a spherical product manifold by an orthogonal group.…

We study lift metrics and lift connections on the tangent bundle $TM$ of a Riemannian manifold $(M,g)$. We also investigate the statistical and Codazzi couples of $TM$ and their consequences on the geometry of $M$. Finally, we prove a…

We obtain the natural diagonal almost product and locally product structures on the total space of the cotangent bundle of a Riemannian manifold. We find the Riemannian almost product (locally product) and the (almost) para-Hermitian…