Concepedia

Bessel Process

A Bessel Process is a continuous-time stochastic process that models the radial part of a multi-dimensional Brownian motion, specifically defined as the Euclidean norm of an n-dimensional Brownian motion starting away from the origin.

261

Publications

14.5K

Citations

346

Authors

245

Institutions

Publications per year

2017–2026

27

Parents

Publications

261

Goodness of Fit and Related Inference Processes for Quantile Regression

Roger Koenker, José A. F. Machado · Journal of the American Statistical Association · 1999 · 1.4K citations

, , +16

The two-parameter Poisson-Dirichlet distribution derived from a stable subordinator

Jim Pitman, Marc Yor · The Annals of Probability · 1997 · 1.3K citations · Full text

, , +15

BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES

Hélyette Geman, Marc Yor · Mathematical Finance · 1993 · 581 citations

, , +17

A survey and some generalizations of Bessel processes

Anja Göing-Jaeschke, Marc Yor · Bernoulli · 2003 · 321 citations

, , +15

Level spacing distributions and the Bessel kernel

Communications in Mathematical Physics · 1994 · 315 citations · Full text

, , +5

1–5 of 261

Authors

346

  1. MY
    Marc Yor

    Sorbonne Université, France

    17 publications · 3K citations

    15

    h-index

  2. JP
    Jim Pitman

    University of California, Berkeley, United States

    12 publications · 2.2K citations

    11

    h-index

  3. MK
    Makoto Katori

    Kitasato University, Japan

    6 publications · 299 citations

    6

    h-index

  4. HT
    Hideki Tanemura

    Chiba University, Japan

    6 publications · 277 citations

    6

    h-index

  5. MY
    Marc Yor

    Sorbonne Université, France

    5 publications · 418 citations

    5

    h-index

1–5 of 346

Institutions

245

  1. Sorbonne Université

    Paris, France

    20 h-index

    32 publications

    2.3K citations

  2. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    15 h-index

    24 publications

    1.9K citations

  3. University of California, Berkeley

    Berkeley, United States

    11 h-index

    13 publications

    937 citations

  4. Centre National de la Recherche Scientifique

    Paris, France

    10 h-index

    23 publications

    922 citations

  5. Université de Lorraine

    Nancy, France

    8 h-index

    11 publications

    324 citations

  6. Chuo University

    Hachiōji, Japan

    7 h-index

    10 publications

    440 citations

  7. Institut Élie Cartan de Lorraine

    Vandœuvre-lès-Nancy, France

    7 h-index

    9 publications

    277 citations

  8. TU Dortmund University

    Dortmund, Germany

    6 h-index

    9 publications

    132 citations

1–8 of 245

Venues

  1. Advances in Applied Probability

    AAP · 13 publications · 925 citations

    12

    h-index

  2. The Annals of Probability

    11 publications · 1.8K citations

    11

    h-index

  3. Journal of Applied Probability

    JAP · 9 publications · 425 citations

    9

    h-index

  4. Stochastic Processes and their Applications

    7 publications · 183 citations

    7

    h-index

  5. arXiv (Cornell University)

    Repository · 6 publications · 178 citations

    6

    h-index

1–5