On squared Bessel particle systems (Q1740510)

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On squared Bessel particle systems
scientific article

    Statements

    title
    On squared Bessel particle systems (English)
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    author
    Piotr Graczyk
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    Jacek Małecki
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    published in
    Bernoulli
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    publication date
    30 April 2019
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    zbMATH Keywords
    non-colliding solution
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    particle system
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    squared Bessel process
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    stochastic differential equation
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    Wishart process
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    Identifiers

    DOI
    10.3150/17-BEJ997
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    Mathematics Subject Classification ID
    60H10
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    60K35
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    60J60
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    zbMATH DE Number
    7049392
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