Convergence of Martingales on a Riemannlan Manifold
When the scalar quadratic variation of a martingale on a Riemannian manifold is finite almost surely, then the martingale converges almost surely in the one-point compactification of the manifold. A partial converse due to Zheng Wei-an is also proved. No curvature conditions on the manifold are requ...
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Veröffentlicht in: | Publications of the Research Institute for Mathematical Sciences 1983, Vol.19 (2), p.753-763 |
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Format: | Artikel |
Sprache: | eng |
Online-Zugang: | Volltext |
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Zusammenfassung: | When the scalar quadratic variation of a martingale on a Riemannian manifold is finite almost surely, then the martingale converges almost surely in the one-point compactification of the manifold. A partial converse due to Zheng Wei-an is also proved. No curvature conditions on the manifold are required. |
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ISSN: | 0034-5318 1663-4926 |
DOI: | 10.2977/prims/1195182450 |