The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem
Kendall, Wilfrid S.
Ann. Probab., Tome 23 (1995) no. 3, p. 479-500 / Harvested from Project Euclid
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An upper bound is given for the behaviour of the radial part of a $\Gamma$-martingale, generalizing previous work of the author on the radial part of Riemannian Brownian motion. This upper bound is applied to establish an integral curvature condition to determine when $\Gamma$-martingales cannot "implode" in finite intrinsic time, answering a question of Emery and generalizing work of Hsu on the $C_0$-diffusion property of Brownian motion.
Publié le : 1995-04-14
Classification:  Riemannian manifold,  comparison theorems,  Riemannian Brownian motion,  implosion,  convexity,  $C_0$-diffusion,  Feller property,  Toponogov's theorem,  58G32,  60H99 
@article{1176988276,
     author = {Kendall, Wilfrid S.},
     title = {The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem},
     journal = {Ann. Probab.},
     volume = {23},
     number = {3},
     year = {1995},
     pages = { 479-500},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988276}
}

Kendall, Wilfrid S. The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem. Ann. Probab., Tome 23 (1995) no. 3, pp.  479-500. http://gdmltest.u-ga.fr/item/1176988276/