Martingales on noncompact manifolds: Maximal inequalities and prescribed limits (Q1920458)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingales on noncompact manifolds: Maximal inequalities and prescribed limits |
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Martingales on noncompact manifolds: Maximal inequalities and prescribed limits (English)
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21 May 1997
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For \(\Gamma\)-martingales, with respect to an arbitrary connection \(\Gamma\) on a Riemannian manifold, a version of the Burkholder-Davis-Gundy inequalities is presented. These are applied to the extension to noncompact manifolds of Kendall's theorem on existence and uniqueness of \(\Gamma\)-martingales with a prescribed limit, which is related to the Dirichlet problem for harmonic maps.
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martingales on manifolds
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Brownian motion
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gamma-martingale
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