Brownian Motions of Ellipsoids
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Publication:4720500
DOI10.2307/2000214zbMath0613.60072OpenAlexW4254331962MaRDI QIDQ4720500
David Williams, L. C. G. Rogers, James R. Norris
Publication date: 1986
Full work available at URL: https://doi.org/10.2307/2000214
Itô's formulaStratonovich differentialpositive-definite symmetric matricesBrownian motions of ellipsoidsorthonormal frame of eigenvectors
Brownian motion (60J65) Diffusion processes (60J60) Diffusion processes and stochastic analysis on manifolds (58J65) Random matrices (algebraic aspects) (15B52)
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