Bessel process
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In mathematics, a Bessel process is a type of stochastic process. The n-dimensional Bessel process is the real-valued process R given by
where ||·||2 denotes the Euclidean norm in Rn and W is an n-dimensional Wiener process (Brownian motion). For n ≥ 2, the n-dimensional Wiener process starting at the origin is transient: with probability one, Rt > 0 for all t > 0.
