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Zbl 0544.60052
He, S.W.; Zheng, W.A.
Remarques sur la convergence des martingales dans les variétés. (French)
[A] Sémin. probabilités XVIII, 1982/83, Proc., Lect. Notes Math. 1059, 174-178 (1984).

[For the entire collection see Zbl 0527.00020.] \par The convergence of reversed martingales taking values in a Riemann manifold is considered. The results are similar to the known ones established by {\it R. W. Darling} and by {\it W. A. Zheng} [see Sur la convergence des martingales dans une variété riemannienne. Z. Wahrscheinlichkeitstheor. Verw. Geb. 63, 511-516 (1983)]. For martingales taking values in general manifolds the same problem is discussed in terms of its stochastic developments.

MSC 2000:: *60G44 Martingales with continuous parameter
58J65 Diffusion processes and stochastic analysis on manifolds
60F15 Strong limit theorems

Keywords: convergence of reversed martingales; martingales taking values in general manifolds

Citations: Zbl 0527.00020

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