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Brownian Motions of Ellipsoids - MaRDI portal

Brownian Motions of Ellipsoids (Q4720500)

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scientific article; zbMATH DE number 3992581
Language Label Description Also known as
English
Brownian Motions of Ellipsoids
scientific article; zbMATH DE number 3992581

    Statements

    DOI
    10.2307/2000214
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    author
    L. C. G. Rogers
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    David Williams
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    James R. Norris
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    publication date
    1986
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    Mathematics Subject Classification ID
    60J65
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    60J60
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    58J65
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    15B52
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    zbMATH DE Number
    3992581
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    zbMATH Keywords
    Stratonovich differential
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    Itô's formula
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    Brownian motions of ellipsoids
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    positive-definite symmetric matrices
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    orthonormal frame of eigenvectors
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    OpenAlex ID
    W4254331962
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    title
    Brownian Motions of Ellipsoids (English)
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    cites work
    Q5726118
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    Q3992729
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    Q5585820
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    Q5639119
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