Bessel process
Mathematical process for stochastic differential equations
In mathematics, a Bessel process, named after Friedrich Bessel. The n-dimensional Bessel process is the solution to the stochastic differential equation (SDE) d X t = d W t + n − 1 2 d t X t {\displaystyle dX_{t}=dW_{t}+{\frac {n-1}{2}}{\frac {dt}{X_{t}}}} where W is a 1-dimensional Wiener process (Brownian motion)
Nº Q4896405 ★
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Bessel process
Mathematical process for stochastic differential equations
In mathematics, a Bessel process, named after Friedrich Bessel. The n-dimensional Bessel process is the solution to the stochastic differential equation (SDE) d X t = d W t + n − 1 2 d t X t {\displaystyle dX_{t}=dW_{t}+{\frac {n-1}{2}}{\frac {dt}{X_{t}}}} where W is a 1-dimensional Wiener process (Brownian motion)
From Wikipedia
In mathematics, a Bessel process, named after Friedrich Bessel. The n-dimensional Bessel process is the solution to the stochastic differential equation (SDE) d X t = d W t + n − 1 2 d t X t {\displaystyle dX_{t}=dW_{t}+{\frac {n-1}{2}}{\frac {dt}{X_{t}}}} where W is a 1-dimensional Wiener process (Brownian motion)
Text: Wikipédia, CC BY-SA 4.0. · Image: Shiyu Ji (CC BY-SA 4.0) ·
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