Brownian Motion on a Hypersurface

DOI10.1112/BLMS/17.2.144zbMATH Open0563.60075OpenAlexW1987951011MaRDI QIDQ3676930FDOQ3676930

M. van den Berg, John T. Lewis

Publication date: 1985

Published in: Bulletin of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/blms/17.2.144

zbMATH Keywords

local martingalelevel surface

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Martingales with continuous parameter (60G44)

Cited In (20)

• Brownian motion in twisted domains
• Certain calculation regarding the Brownian motion on the sphere
• Stochastic differential geometry: An introduction
• Representation of Radon shape diffusions via hyperspherical Brownian motion
• On a multidimensional Brownian motion with a membrane located on a given hyperplane
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• Active Brownian motion with speed fluctuations in arbitrary dimensions: exact calculation of moments and dynamical crossovers
• A multiscale analysis of diffusions on rapidly varying surfaces
• Brownian Motion of an Ellipsoid
• Random motion of light-speed particles
• Coupled Brownian motions and partial domain monotonicity for the Neumann heat kernel
• A Monte Carlo method for 3D radiative transfer equations with multifractional singular kernels
• Brownian motion at the speed of light: a new Lorentz invariant family of processes
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• Diffusions on some submanifolds of Euclidean spaces
• Brownian motion on a pseudo sphere in Minkowski space \(\mathbb {R}^l_v\)
• Active Brownian particle in harmonic trap: exact computation of moments, and re-entrant transition
• Polynomial diffusions on compact quadric sets
• The C^2 image of a Brownian motion in the plane
• Lagrangian stochastic model for the orientation of inertialess spheroidal particles in turbulent flows: an efficient numerical method for CFD approach

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