Brownian motion and Ornstein-Uhlenbeck processes in planar shape space

DOI10.1007/s11009-007-9042-6zbMath1145.60327OpenAlexW1983319603WikidataQ58419251 ScholiaQ58419251MaRDI QIDQ937165

Frank G. Ball, Mousa Golalizadeh, Ian L. Dryden

Publication date: 20 August 2008

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-007-9042-6

zbMATH Keywords

DiffusionComputer algebraSphereItô formulaItô calculusProcrustesStochastic differential equationDriftComplex projective spaceComplex WatsonRiemannianShape and size

Mathematics Subject Classification ID

Geometric probability and stochastic geometry (60D05) Brownian motion (60J65) Diffusion processes (60J60)

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Recent advances in directional statistics

Cites Work

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