On squared Bessel particle systems

2017/07/19 by Graczyk, Piotr, Malecki, Jacek · 1 citation
#60H15 #60J60 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1707.06295

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.

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