English

On regularity properties of Bessel flow

Probability 2018-03-14 v1

Abstract

We study the differentiability of Bessel flow ρ:xρtx\rho : x \to \rho ^x_t, where (ρtx)t0(\rho ^x_t)_{t\geq 0} is BES x(δ^x(\delta ) process of dimension δ>1\delta >1 starting from xx. For δ2\delta \geq 2 we prove the existence of bicontinuous derivatives in P-a.s. sense at x0x\geq 0 and we study the asymptotic behaviour of the derivatives at x=0x=0. For 1<δ<21< \delta <2 we prove the existence of a modification of Bessel flow having derivatives in probability sense at x0x\geq 0. We study the asymptotic behaviour of the derivatives at t=τ0(x)t=\tau_0(x) where τ0(x)\tau_0(x) is the first zero of (ρtx)t0(\rho ^x_t)_{t\geq 0}.

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

R2 v1 2026-06-21T12:15:08.143Z