Digitale Medien
Springer
Journal of theoretical probability
10 (1997), S. 429-443
ISSN:
1572-9230
Schlagwort(e):
Drift
;
great circle path
;
likelihood ratio
;
pole-seeking
;
skew product
;
spherical Brownian motion
;
stochastic differential equation
;
travel time
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract Consider a particle moving on the surface of the unit sphere in R 3 and heading towards a specific destination with a constant average speed, but subject to random deviations. The motion is modeled as a diffusion with drift restricted to the surface of the sphere. Expressions are set down for various characteristics of the process including expected travel time to a cap, the limiting distribution, the likelihood ratio and some estimates for parameters appearing in the model.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1023/A:1022869817770
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