On squared Bessel particle systems
Probability
2017-07-21 v1
Abstract
We study the existence and uniqueness of SDEs describing squared Bessel particles systems in full generality. We define non-negative and non-colliding squared Bessel particle systems and we study their properties.
Cite
@article{arxiv.1707.06295,
title = {On squared Bessel particle systems},
author = {Piotr Graczyk and Jacek Malecki},
journal= {arXiv preprint arXiv:1707.06295},
year = {2017}
}
Comments
12 pages