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arxiv: 1604.08351 · v1 · pith:D34JPOCJnew · submitted 2016-04-28 · 🧮 math.PR · math.AP· math.DG

On the semimartingale property of Brownian bridges on complete manifolds

classification 🧮 math.PR math.APmath.DG
keywords browniancompleteeveryincludingsemimartingaleterminaltimeadapted
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I prove that every adapted Brownian bridge on a geodesically complete connected Riemannian manifold is a semimartingale including its terminal time, without any further assumptions on the geometry. In particular, it follows that every such process can be horizontally lifted to a smooth principal fiber bundle with connection, including its terminal time. The proof is based on a localized Hamilton-type gradient estimate by Arnaudon/Thalmaier.

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