scientific article; zbMATH DE number 1522807

MaRDI QIDQ4511090zbMATH OpenFDO

Authors Michel Émery

Publication date 17 January 2001

zbMATH Keywords

Brownian motionconnections and manifold-valued martingalesharmonic mapsstochastic calculus and differential geometry

Mathematics Subject Classification ID

Global differential geometry (53C99) Harmonic maps, etc. (58E20) Diffusion processes and stochastic analysis on manifolds (58J65) Generalizations of martingales (60G48) Stochastic integrals (60H05)

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(16)

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• Differentiable and analytic families of continuous martingales in manifolds with connection
• Manifold-valued martingales, changes of probabilities, and smoothness of finely harmonic maps
• Conditioning and initial enlargement of filtration on a Riemannian manifold.
• Martingales on noncompact manifolds: Maximal inequalities and prescribed limits
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• Various Sharp Estimates for Semi-discrete Riesz Transforms of the Second Order
• Martingales arising from minimal submanifolds and other geometric contexts
• Convergence of martingales on a Riemannian manifold
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