Abstract
We consider the time integral of a Brownian motion on a sphere in R 3 and show that in some cases it could be mistaken for a Brownian motion in R 3.
Keywords
- Brownian Motion
- Stochastic Differential Equation
- Constant Speed
- Position Process
- Order Moment
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Reference
’Brownian Motion on a Surface in ℝ3’, J. Lewis and M. van den Berg, BiBoS Preprint.
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© 1987 Springer-Verlag
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Davies, I.M. (1987). A "Brownian motion" with constant speed. In: Albeverio, S., Blanchard, P., Streit, L. (eds) Stochastic Processes — Mathematics and Physics II. Lecture Notes in Mathematics, vol 1250. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077346
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DOI: https://doi.org/10.1007/BFb0077346
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Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-17797-5
Online ISBN: 978-3-540-47835-5
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