Brownian motion and Ornstein-Uhlenbeck processes in planar shape space

DOI10.1007/s11009-007-9042-6zbMath1145.60327WikidataQ58419251 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

Diffusion; Computer algebra; Sphere; Itô formula; Itô calculus; Procrustes; Stochastic differential equation; Drift; Complex projective space; Complex Watson; Riemannian; Shape and size

Mathematics Subject Classification ID

60D05: Geometric probability and stochastic geometry

60J65: Brownian motion

60J60: Diffusion processes

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Recent advances in directional statistics

Cites Work

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