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1 results on '"Semimartingale"'

1. On the semimartingale property of Brownian bridges on complete manifolds.

Author

Güneysu, Batu

Subjects
*BROWNIAN motion, *RIEMANNIAN manifolds, *SEMIMARTINGALES (Mathematics), *GEOMETRY, *WIENER processes
Abstract

It is shown that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such process can be horizontally lifted to a smooth principal fiber bundle with connection, including its terminal time. The proof is based on a localized Hamilton-type gradient estimate. [ABSTRACT FROM AUTHOR]

Published
2019
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