Algorithm for generating a Brownian motion on a sphere

DOI10.1088/1751-8113/43/50/505001zbMath1213.65020OpenAlexW1994078086MaRDI QIDQ3066894

Tobias Ekholm, Christer Elvingson, Tobias Carlsson

Publication date: 12 January 2011

Published in: Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/6901148c0e70f94c4f50a691185f02af92d2489c

zbMATH Keywords

algorithmnumerical examplesBrownian motionsphererandom walk

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Brownian motion (60J65)

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Uses Software

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