Brownian motion construction on the unit sphere in Oksendal text book

40 Views Asked by At

In example 8.5.8 of Oksendal text book, the Brownian motion is constructed on the unit sphere. I don't understand how he defines the time change $Z_t(\omega) = Y_{a(t,\omega)}(\omega)$. He defines the unknows in the next lines as $$ \alpha_t=\beta_t^{-1}\,,\quad \beta_t=\int_0^t\frac{1}{|B_s|^2}\,ds\,, $$ but I cannot understand this notation at all. Also, how can we understand that "it is reasonable to call Z Brownian motion on the unit sphere"? It is not also clear why the function $\phi(B)$ equals Z.