{
  "id": "2404.12764",
  "version": "v1",
  "published": "2024-04-19T10:10:15.000Z",
  "updated": "2024-04-19T10:10:15.000Z",
  "title": "$ G $-Bessel processes and related properties",
  "authors": [
    "Mingshang Hu",
    "Renxing Li"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "In this paper, for a class of $ d $-dimensional $ G $-Brownian motions, we introduce $ G $-Bessel processes. Under the condition of dimensionality $ d $, we obtain that the $ G $-Bessel process is the solution of a stochastic differential equation. Moreover, under the more strict condition of dimensionality $ d $, we get the uniqueness of the solution of stochastic differential equations governing $ G $-Bessel processes and the nonattainability of the origin of $ G $-Brownian motion.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2024-04-19T10:10:15.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "bessel process",
      "related properties",
      "brownian motion",
      "dimensionality",
      "stochastic differential equations governing"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}