Convergence of martingales on a Riemannian manifold (Q789078)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of martingales on a Riemannian manifold |
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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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