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April, 1995 The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem
Wilfrid S. Kendall
Ann. Probab. 23(2): 479-500 (April, 1995). DOI: 10.1214/aop/1176988276


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.


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Wilfrid S. Kendall. "The Radial Part of a $\Gamma$-Martingale and a Non-Implosion Theorem." Ann. Probab. 23 (2) 479 - 500, April, 1995.


Published: April, 1995
First available in Project Euclid: 19 April 2007

zbMATH: 0839.58062
MathSciNet: MR1334158
Digital Object Identifier: 10.1214/aop/1176988276

Primary: 58G32
Secondary: 60H99

Keywords: $C_0$-diffusion , comparison theorems , convexity , Feller property , implosion , Riemannian Brownian motion , Riemannian manifold , Toponogov's theorem

Rights: Copyright © 1995 Institute of Mathematical Statistics

Vol.23 • No. 2 • April, 1995
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