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- W2090041803 abstract "The usual Ito formula fails to apply for $r(X)$ when $r$ is a distance function and $X$ a Brownian motion on a general manifold, since $r$ fails to be differentiable on the cut-locus. It is shown that the discrepancy between the two sides of Ito's formula forms a monotonic random process (and hence is of locally bounded variation). In particular, $r(X)$ is a semimartingale." @default.
- W2090041803 created "2016-06-24" @default.
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- W2090041803 date "1987-10-01" @default.
- W2090041803 modified "2023-09-27" @default.
- W2090041803 title "The Radial Part of Brownian Motion on a Manifold: A Semimartingale Property" @default.
- W2090041803 doi "https://doi.org/10.1214/aop/1176991988" @default.
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