On regularity properties of Bessel flow
Probability
2018-03-14 v1
Abstract
We study the differentiability of Bessel flow , where is BES ) process of dimension starting from . For we prove the existence of bicontinuous derivatives in P-a.s. sense at and we study the asymptotic behaviour of the derivatives at . For we prove the existence of a modification of Bessel flow having derivatives in probability sense at . We study the asymptotic behaviour of the derivatives at where is the first zero of .
Cite
@article{arxiv.0902.4232,
title = {On regularity properties of Bessel flow},
author = {L. Vostrikova},
journal= {arXiv preprint arXiv:0902.4232},
year = {2018}
}
Comments
21 pages, no figures