A Central Limit Theorem for a sequence of Brownian motions in the unit   sphere in Rn
  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. 
Stavros Vakeroudis (LPMA, ENS, School of Mathematics), Marc Yor (LPMA,   IUF)
math.PR