$ G $-Bessel processes and related properties
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2024
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| _version_ | 1866910952205582336 |
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| author | Hu, Mingshang Li, Renxing |
| author_facet | Hu, Mingshang Li, Renxing |
| contents | In this paper, we introduce $ G $-Bessel processes for a class of $ d $-dimensional $ G $-Brownian motions. Under the condition of dimensionality $ d $, we obtain that the $ G $-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 $ G $-Bessel process and prove the nonattainability of the origin for $ G $-Brownian motion. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2404_12764 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | $ G $-Bessel processes and related properties Hu, Mingshang Li, Renxing Probability In this paper, we introduce $ G $-Bessel processes for a class of $ d $-dimensional $ G $-Brownian motions. Under the condition of dimensionality $ d $, we obtain that the $ G $-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 $ G $-Bessel process and prove the nonattainability of the origin for $ G $-Brownian motion. |
| title | $ G $-Bessel processes and related properties |
| topic | Probability |
| url | https://arxiv.org/abs/2404.12764 |