An algorithm for simulating Brownian increments on a sphere (Q5876975)
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scientific article; zbMATH DE number 7649075
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for simulating Brownian increments on a sphere |
scientific article; zbMATH DE number 7649075 |
Statements
An algorithm for simulating Brownian increments on a sphere (English)
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3 February 2023
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spherical Brownian motion
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exact simulation
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skew-product decomposition
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spherical harmonics
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Wright-Fisher diffusion process
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