Statements (22)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:stochastic_process
|
| gptkbp:category |
diffusion process
|
| gptkbp:continuity |
true
|
| gptkbp:dimensions |
real number greater than zero
|
| gptkbp:generation |
Bessel differential operator
|
| gptkbp:hasSpecialCase |
Bessel process of order one
Bessel process of order two Bessel process of order zero |
| gptkbp:hasTransitionDensity |
Bessel function
|
| https://www.w3.org/2000/01/rdf-schema#label |
Bessel process
|
| gptkbp:Markov_process |
true
|
| gptkbp:namedAfter |
gptkb:Friedrich_Bessel
|
| gptkbp:parameter |
dimension
|
| gptkbp:relatedTo |
Brownian motion
radial part of Brownian motion |
| gptkbp:studiedBy |
gptkb:William_Feller
|
| gptkbp:usedFor |
mathematical modeling of radial symmetry
modeling distances in random walks |
| gptkbp:usedIn |
gptkb:probability_theory
mathematical finance |
| gptkbp:bfsParent |
gptkb:Pitman,_J._(1975)._One-dimensional_Brownian_motion_and_the_three-dimensional_Bessel_process._Advances_in_Applied_Probability.
|
| gptkbp:bfsLayer |
8
|