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Results tagged with stochastic-processes
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user 61533
A stochastic process is a collection of random variables usually indexed by a totally ordered set.
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Perturbation of a Bessel process of dimension 2
Bessel process of dimension 2 is defined to be solution of
$$
dX_t=dB_t+\frac{1}{2X_t}dt,\quad X_0=x_0>0
$$
where $B$ is a standard 1-dimensional Brownian motion.
$X$ can be viewed as the norm of a st …
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