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THE RADIAL PART OF A GAMMA-MARTINGALE AND A NON-IMPLOSION THEOREM
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UNSPECIFIED (1995) THE RADIAL PART OF A GAMMA-MARTINGALE AND A NON-IMPLOSION THEOREM. ANNALS OF PROBABILITY, 23 (2). pp. 479-500. ISSN 0091-1798.
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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.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | ANNALS OF PROBABILITY | ||||
Publisher: | INST MATHEMATICAL STATISTICS | ||||
ISSN: | 0091-1798 | ||||
Official Date: | April 1995 | ||||
Dates: |
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Volume: | 23 | ||||
Number: | 2 | ||||
Number of Pages: | 22 | ||||
Page Range: | pp. 479-500 | ||||
Publication Status: | Published |
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