On squared Bessel particle systems

Piotr Graczyk; Jacek Malecki

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arXiv · 1707.06295

On squared Bessel particle systems

Piotr Graczyk·Jacek Malecki

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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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Piotr Graczyk, Jacek Malecki. 2017-07-19. On squared Bessel particle systems. https://arxiv.org/abs/1707.06295

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