A Central Limit Theorem for a sequence of Brownian motions in the unit sphere in Rn
Résumé
We use a Stochastic Differential Equation satisfied by Brownian motion taking values in the unit sphere $S_{n-1}subsetmathbb{R}^{n}$ and we obtain a Central Limit Theorem for a sequence of such Brownian motions. We also generalize the results to the case of the $n$-dimensional Ornstein-Uhlenbeck processes.
Origine : Fichiers produits par l'(les) auteur(s)
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