Stochastic Jacobi fields along discontinuous martingales on Riemannian submanifolds
In this article, we consider discontinuous martingales on tangent bundles over submanifolds of Euclidean space. First, we introduce a connection rule on tangent bundles and establish the It\^o calculus for discontinuous semimartingales on tangent bundles. Then we focus on harmonic maps with respect to non-local Dirichl...