作者：Arnaudon, M
作者单位：Centre National de la Recherche Scientifique (CNRS); Universites de Strasbourg Etablissements Associes; Universite de Strasbourg
摘要：We prove that the derivative of a differentiable family X-t(a) of continuous martingales in a manifold M is a martingale in the tangent space for the complete lift of the connection in M, provided that the derivative is bi-continuous in t and a. We consider a filtered probability space (Omega, (F-t)(0 less than or equal to t less than or equal to 1, P)) such that all the real martingales have a continuous version, and a manifold M endowed with an analytic connection and such that the complexif...
