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