Convergence of martingales on a Riemannian manifold (Q789078): Difference between revisions
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| Property / cites work: Semi-martingales sur des variétés, et martingales conformes sur des variétés analytiques complexes / rank | |||
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Latest revision as of 11:55, 14 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of martingales on a Riemannian manifold |
scientific article |
Statements
Convergence of martingales on a Riemannian manifold (English)
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1983
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When the scalar quadratic variation of a martingale on a Riemannian manifold is finite almost surely, then the martingale converges almost surely in the one-point compactification of the manifold. A partial converse due to Zheng Weian is also proved. No curvature conditions on the manifold are required.
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Riemannian manifold
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stochastic development
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quadratic variation
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almost sure convergence
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