Notes on the Bessel Process by Gregory F. Lawler
ID: notes-on-the-bessel-process-by-gregory-f-lawler
Author's notes dated 22 October 2019. Section 2, equation (2), defines the positive Bessel diffusion up to its first zero; the following discussion relates dimension to the drift parameter and identifies the squared radial process. Section 3 discusses reflecting continuations. No global singular-drift equation across zero is inferred for dimensions below one.
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