Brownian Motions of Ellipsoids
type: Item
instance of: scholarly article
zbMATH Open document ID: 0613.60072
DOI: 10.2307/2000214
author: L. C. G. Rogers
author: David Williams
author: James R. Norris
publication date: 1986-01-01T00:00:00Z
Mathematics Subject Classification ID: 60J65
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 58J65
Mathematics Subject Classification ID: 15B52
zbMATH DE Number: 3992581
zbMATH Keywords: Stratonovich differential
zbMATH Keywords: Itô's formula
zbMATH Keywords: Brownian motions of ellipsoids
zbMATH Keywords: positive-definite symmetric matrices
zbMATH Keywords: orthonormal frame of eigenvectors
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2307/2000214
OpenAlex ID: W4254331962
title: Brownian Motions of Ellipsoids
cites work: Q5726118
cites work: A Brownian-Motion Model for the Eigenvalues of a Random Matrix
cites work: Q3992729
cites work: Q5585820
cites work: Q5639119
description: scientific article; zbMATH DE number 3992581