Kouloumpou, Dimitra; Papanicolaou, Vassilis G. Certain calculation regarding the Brownian motion on the sphere. (English) Zbl 1307.60109 J. Concr. Appl. Math. 11, No. 3-4, 303-316 (2013). Summary: We evaluated explicitly certain quantities regarding the Brownian motion process on the \(n\)-dimensional sphere of radius \(a\). First we review the transition densities of the process. Then we calculate some probabilistic quantities (e.g. moments) of the exit times of specific domains. Cited in 2 Documents MSC: 60J65 Brownian motion Keywords:\(n\)-dimensional sphere; stereographic projection coordinates; Brownian motion; exit times; transition densities; reflection principle PDFBibTeX XMLCite \textit{D. Kouloumpou} and \textit{V. G. Papanicolaou}, J. Concr. Appl. Math. 11, No. 3--4, 303--316 (2013; Zbl 1307.60109)