THE RADIAL PART OF A GAMMA-MARTINGALE AND A NON-IMPLOSION THEOREM

• 成果类型: Article
• 署名作者: KENDALL, WS
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988276
• 发表日期: 1995
• 页码: 479-500
• 关键词: complete riemannian manifold; nonnegative curvature; probability; CONVERGENCE; EXISTENCE; variety

摘要

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.