A note on the exact simulation of spherical Brownian motion
Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo
Topics & Concepts
MathematicsSkewGeodesicBrownian motionMathematical analysisProduct (mathematics)Diffusion processStatistical physicsGeometryStatisticsComputer scienceInnovation diffusionAstronomyPhysicsKnowledge managementStochastic processes and statistical mechanicsTheoretical and Computational PhysicsComplex Systems and Time Series Analysis