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Brownian Motion on a submanifold of Euclidean Space
Author(s) -
Lewis J. T.
Publication year - 1986
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/18.6.616
Subject(s) - submanifold , mathematics , martingale representation theorem , brownian motion , martingale (probability theory) , euclidean space , fractional brownian motion , pure mathematics , euclidean geometry , mathematical analysis , geometric brownian motion , geometry , diffusion process , statistics , computer science , knowledge management , innovation diffusion
A martingale characterization of Brownian motion on a submanifold of Euclidean space is proved and the implications of the consequent martingale representation are discussed.