We survey the construction of the continuous wavelet transform (CWT) on the two-sphere. Then we discuss the discretization of the spherical CWT obtaining various types of discrete frames. Finally, we give some indications on the construction of a CWT on other conic sections.
Antoine, J.-P., & Vandergheynst, P. (2007). Wavelets on the two-sphere and other conic sections. Journal of Fourier Analysis and Applications, 13(4), 369-386. https://doi.org/10.1007/s00041-006-6013-0 (Original work published 2007)