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Everything about Bessel process
Mathematical process for stochastic differential equations
In mathematics, a Bessel process, named after Friedrich Bessel. The n-dimensional Bessel process is the solution to the stochastic differential equation (SDE) Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Bessel processA 5-minute orientation
- Skim a recent paper: Evolution of C-point singularities and polarization coverage of Poincaré–Bessel beam in self-healing processInfluential work since 2022
- Pick up a classic book: Computation of Hankel functionsThe most-reprinted book on the subject
- Read the landmark paper: One-dimensional Brownian motion and the three-dimensional Bessel processCited 182 times
- Go sideways: Itô calculusA closely related topic
- Go sideways: Wiener processA closely related topic
📖 Definitions
No dictionary entry for this exact phrase.
🗂️ The subject at a glance
🏆 Landmark papers (most cited)
One-dimensional Brownian motion and the three-dimensional Bessel process
Crossing probabilities for a square root boundary by a bessel process
Eigenvalues of the Laguerre Process as Non-Colliding Squared Bessel Processes
Polling Systems in Heavy Traffic: A Bessel Process Limit
First-passage and first-exit times of a Bessel-like stochastic process
Exponential Moments and Piecewise Thinning for the Bessel Point Process
Optimal strong approximation of the one-dimensional squared Bessel process
Transient Nearest Neighbor Random Walk and Bessel Process
🆕 Influential since 2022
Evolution of C-point singularities and polarization coverage of Poincaré–Bessel beam in self-healing process
Integrable equations associated with the finite‐temperature deformation of the discrete Bessel point process
Rate of convergence in the central limit theorem for the determinantal point process with Bessel kernel
Strong Approximation of Bessel Processes
An Optimal Landing Problem for a Bessel Process
📚 Books worth reading
- 📕Computation of Hankel functionsLeslie A Berry · 1964
- 📕An initial value method for dual integral equations with Bessel function kernelsH. H. Natsuyama · 1975
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
🔗 Related topics
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