Martingales on manifolds with time-dependent connection
by Hongxin Guo, Robert Philipowski and Anton Thalmaier

We define martingales on manifolds with time-dependent connection, extending in this way the theory of stochastic processes on manifolds with time-changing geometry initiated by by Arnaudon, Coulibaly and Thalmaier (C R Acad Sci Paris Ser I 346:773-778, 2008). We show that some, but not all properties of martingales on manifolds with a fixed connection extend to this more general setting.

J. Theoret. Probab. 28 (2015) 1038-1062

The paper is available here:

Hongxin Guo
Robert Philipowski
Anton Thalmaier

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