| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1154902 | Statistics & Probability Letters | 2012 | 7 Pages |
Abstract
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere Sn−1⊂RnSn−1⊂Rn and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the results to the case of the nn-dimensional Ornstein–Uhlenbeck processes.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Vakeroudis, M. Yor,