{
  "id": "1604.08351",
  "version": "v1",
  "published": "2016-04-28T09:07:24.000Z",
  "updated": "2016-04-28T09:07:24.000Z",
  "title": "On the semimartingale property of Brownian bridges on complete manifolds",
  "authors": [
    "Batu Güneysu"
  ],
  "categories": [
    "math.PR",
    "math.AP",
    "math.DG"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2016-04-28T09:07:24.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "brownian bridge",
      "complete manifolds",
      "semimartingale property",
      "terminal time",
      "smooth principal fiber bundle"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}