Kendall, Wilfrid S. The radial part of Brownian motion on a manifold: A semimartingale property. (English) Zbl 0647.60086 Ann. Probab. 15, 1491-1500 (1987). Let M be a complete Riemannian manifold, r(x) a distance in M of x from a fixed point p, and \(X=X_ t\) a Brownian motion on M. For many manifolds M, r(\(\cdot)\) is not smooth and that is why Itô’s formula can’t be applied to r(X) as usual. The author proved that r(X) is a semimartingale and obtained its decomposition into the sum of a local martingale and an increasing process. The explicit form of the local martingale part is given. Reviewer: N.M.Zinchenko Cited in 1 ReviewCited in 37 Documents MSC: 60J65 Brownian motion 58J65 Diffusion processes and stochastic analysis on manifolds Keywords:Riemannian manifold; Itô’s formula; semimartingale; decomposition; local martingale PDFBibTeX XMLCite \textit{W. S. Kendall}, Ann. Probab. 15, 1491--1500 (1987; Zbl 0647.60086) Full Text: DOI