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翻訳と辞書　辞書検索 [ 開発暫定版 ] スポンサード リンク Bessel processes ： ウィキペディア英語版 Bessel process In mathematics, a Bessel process, named after Friedrich Bessel, is a type of stochastic process. ==Formal definition== The Bessel process of order ''n'' is the real-valued process ''X'' given by :$X\_t\; =\; \backslash |\; W\_t\; \backslash |,$ where ||·|| denotes the Euclidean norm in R''n'' and ''W'' is an ''n''-dimensional Wiener process (Brownian motion) started from the origin. The n-dimensional Bessel process is the solution to the stochastic differential equation :$dX\_t\; =\; dZ\_t\; +\; \backslash frac\backslash frac$ where ''Z'' is a ''1''-dimensional Wiener process (Brownian motion). Note that this SDE makes sense for any real parameter $n$ (although the drift term is singular at zero). Since ''W'' was assumed to have started from the origin the initial condition is ''X''0 = 0. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Bessel process」の詳細全文を読む スポンサード リンク 翻訳と辞書 : 翻訳のためのインターネットリソース Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.