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arXiv · 1305.0454

Martingales on manifolds with time-dependent connection

Hongxin Guo·Robert Philipowski·Anton Thalmaier
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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.

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Hongxin Guo, Robert Philipowski, Anton Thalmaier. 2013-05-02. Martingales on manifolds with time-dependent connection. https://arxiv.org/abs/1305.0454

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