×

Certain calculation regarding the Brownian motion on the sphere. (English) Zbl 1307.60109

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.

MSC:

60J65 Brownian motion
PDFBibTeX XMLCite