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{c}

If $X$ is a Bessel process of dimension $d$ and $\alpha>0$, then $X^\alpha$, after the clock $\alpha^2\int X_s^{2\alpha-2}ds$, is a Bessel process of dimension
$$
d'=2+\frac{d-2}{\alpha}.
$$


Power time change of a Bessel process

Past exam of the mathematics course of the University of Cambridge / 2023 / iii / Paper 202 / 4 / e / Solution

Power time change of a Bessel process

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Power time change of a Bessel process

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