Brownian motion in hyperspherical co-ordinates

DOI10.1080/17442508108833191zbMath0478.60082OpenAlexW2046233594MaRDI QIDQ3935983

Paul McGill

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833191

zbMATH Keywords

Bessel processesfactorisation

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic integrals (60H05)

Cites Work

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• Hitting spheres with Brownian motion
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• Formule de Cauchy relative à certains lacets browniens
• Statistical mechanics with topological constraints: I