$ G $-Bessel processes and related properties

Mingshang Hu; Renxing Li

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arXiv · 2404.12764

$ G $-Bessel processes and related properties

Mingshang Hu·Renxing Li

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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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Mingshang Hu, Renxing Li. 2024-04-19. $ G $-Bessel processes and related properties. https://arxiv.org/abs/2404.12764

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