Martingales on manifolds with time-dependent connection
by Hongxin Guo, Robert Philipowski and Anton Thalmaier
Abstract
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
http://dx.doi.org/10.1007/s10959-013-0536-6
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