Martingales on noncompact manifolds: Maximal inequalities and prescribed limits

MaRDI QIDQ1920458zbMATH OpenFDO

Authors Richard W. R. Darling

Publication date 21 May 1997

Published in Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPB_1996__32_4_431_0, https://eudml.org/doc/77542

zbMATH Keywords

Brownian motionmartingales on manifoldsgamma-martingale

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Diffusion processes and stochastic analysis on manifolds (58J65) Stochastic integral equations (60H20)

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