Convergence of martingales on a Riemannian manifold (Q789078): Difference between revisions

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Latest revision as of 11:55, 14 June 2024

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Convergence of martingales on a Riemannian manifold
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    Convergence of martingales on a Riemannian manifold (English)
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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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