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
1. Verfasser: Darling, Richard
Format: Artikel
Sprache:eng
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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.
ISSN:0034-5318
1663-4926
DOI:10.2977/prims/1195182450