$ G $-Bessel processes and related properties
Probability
2025-05-20 v3
Abstract
In this paper, we introduce -Bessel processes for a class of -dimensional -Brownian motions. Under the condition of dimensionality , we obtain that the -Bessel process is the solution of the stochastic differential equation. Furthermore, under the stricter condition of dimensionality, we establish the existence and uniqueness of a solution of the stochastic differential equation governing the -Bessel process and prove the nonattainability of the origin for -Brownian motion.
Cite
@article{arxiv.2404.12764,
title = {$ G $-Bessel processes and related properties},
author = {Mingshang Hu and Renxing Li},
journal= {arXiv preprint arXiv:2404.12764},
year = {2025}
}