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)

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Bessel process

Mathematical process for stochastic differential equations

Texte en anglais

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)

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Texte en anglais Pas encore d'article dans ta langue : extrait en anglais.

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)

Texte : Wikipédia en anglais, CC BY-SA 4.0. · Image : Shiyu Ji (CC BY-SA 4.0) ·

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