Projections of spherical Brownian motion

DOI10.1214/18-ECP162zbMath1415.60067arXiv1806.00266MaRDI QIDQ1800845

Gerónimo Uribe Bravo, Aleksandar Mijatović, Veno Mramor

Publication date: 24 October 2018

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.00266

zbMATH Keywords

pathwise uniquenessWright-Fisher diffusionnon-Lipschitz stochastic differential equationskew-product decomposition

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes and stochastic analysis on manifolds (58J65)

Related Items (3)

Kinetic Dyson Brownian motion ⋮ Skew-product decomposition of Brownian motion on an ellipsoid ⋮ A note on the exact simulation of spherical Brownian motion

Cites Work

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• New Balancing Principles Applied to Circumsolids of Revolution, and to <em>n</em>-Dimensional Spheres, Cylindroids, and Cylindrical Wedges
• Archimedes, Gauss, and Stein

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