XVIII: 33, 501-518, LNM 1059 (1984)
ÉMERY, Michel; ZHENG, Wei-An
Fonctions convexes et semimartingales dans une variété (Stochastic differential geometry)
On a manifold endowed with a connexion, convex functions can be defined, and transform manifold-valued martingales into real-valued local submartingales (see Darling 1659). This is extended here to the case of non-smooth convex functions. Ii is also shown that they make manifold-valued semimartingales into real semimartingales
Keywords: Semimartingales in manifolds, Martingales in manifolds, Convex functions
Nature: Original
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