The generalized Bessel process corresponding to an Ornstein-Uhlenbeck process
将广义Bessel过程定义为d维Ornstein-Uhlenbeck过程的径向部分，证明其是一维扩散过程，并推导了转移密度和扩散方程。
The generalized Bessel process, defined as the radial part of a d-dimensional Ornstein-Uhlenbeck process, is shown to be a one-dimensional diffusion process. The transition densities and diffusion equations are derived.