XVI-S: 59, 217-236, LNM 921 (1982)
DARLING, Richard W.R.
Martingales in manifolds - Definition, examples and behaviour under maps (
Stochastic differential geometry)
Martingales in manifolds have been introduced independently by Meyer
1505 and the author (Ph.D. Thesis). This short note is a review of that thesis; here, the definition of a manifold-valued martingale is by its behaviour under convex functions
Comment: More details are given in
Bull. L.M.S. 15 (1983),
Publ R.I.M.S. Kyoto~
19 (1983) and
Zeit. für W-theorie 65 (1984). Characterizating of manifold-valued martingales by convex functions has become a powerful tool: see for instance Émery's book
Stochastic Calculus in Manifolds (Springer, 1989) and his St-Flour lectures (Springer LNM 1738)
Keywords: Martingales in manifolds,
Semimartingales in manifolds,
Convex functionsNature: Original
Retrieve article from Numdam
XXII: 18, 175-185, LNM 1321 (1988)
DARLING, Richard W.R.;
LE JAN, Yves
The statistical equilibrium of an isotropic stochastic flow with negative Lyapounov exponents is trivial Retrieve article from Numdam
