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Bessel Process and Conformal Quantum Mechanics

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Abstract

Different aspects of the connection between the Bessel process and the conformal quantum mechanics (CQM) are discussed. The meaning of the possible generalizations of both models is investigated with respect to the other model, including self adjoint extension of the CQM. Some other generalizations such as the Bessel process in the wide sense and radial Ornstein-Uhlenbeck process are discussed with respect to the underlying conformal group structure.

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Correspondence to M. A. Rajabpour.

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Rajabpour, M.A. Bessel Process and Conformal Quantum Mechanics. J Stat Phys 136, 785–805 (2009). https://doi.org/10.1007/s10955-009-9806-1

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