Stochastic motions on the 3-sphere governed by wave and heat equations

DOI10.2307/3214256MaRDI QIDQ4722951zbMATH OpenOpenAlexFDO

Authors Enzo Orsingher

Publication date 1987

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214256

zbMATH Keywords

Maxwell equationstelegraph equationBrownian motion on the 3-sphere

Mathematics Subject Classification ID

Brownian motion (60J65) Stochastic analysis (60H99)

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(5)

• The equation of symmetric Markovian random evolution in a plane
• Stochastic motions driven by wave equations
• Ergodicity for a stochastic geodesic equation in the tangent bundle of the 2D sphere.
• The random motion on the sphere generated by the Laplace-Beltrami operator
• Stochastic diffusion within expanding space-time

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