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Erschienen in:
1989 | OriginalPaper | Buchkapitel
Connections and martingales
verfasst von : Michel Emery
Erschienen in: Stochastic Calculus in Manifolds
Verlag: Springer Berlin Heidelberg
Enthalten in: Professional Book Archive
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The main point in this chapter is the possibility, on some manifolds, of distinguishing among semimartingales a smaller class, that of martingales. The name ‘local martingale’ would fit these processes better, since when the manifold is the flat space ℝ or ℝn they are exactly the usual (continuous) local martingales; but we won’t consider any subclass corresponding in that case to usual martingales, so no ambiguity is created by calling them just martingales (except precisely in that flat case!).