G -Bessel processes and related properties

2024/04/19 by Mingshang Hu, Hu, Mingshang, R.X. Li +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2404.12764

openalex publication_date 2024/04/19 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

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.

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