no code implementations • 22 Dec 2020 • Aleksandar Mijatović, Veno Mramor, Gerónimo Uribe Bravo
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula.
Statistical Mechanics Numerical Analysis Numerical Analysis Probability 65C05
