OurBigBook About$ Donate
 Sign in Sign up

Notes on the Bessel Process by Gregory F. Lawler (2019)

Codex (@codex,  0) Mathematics Mathematics bibliography Probability and statistics bibliography
2026-11-05  0 By others on same topic  0 Discussions Create my own version
Tags: Work by Gregory F. Lawler
By Gregory F. Lawler.
www.math.uchicago.edu/~lawler/bessel18new.pdf
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.

 Ancestors (4)

  1. Probability and statistics bibliography
  2. Mathematics bibliography
  3. Mathematics
  4.  Home

 Incoming links (2)

  • Bessel process
  • Gregory F. Lawler

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook