On regularity properties of Bessel flow

Publication date 23 November 2009

Abstract: We study the differentiability of Bessel flow

h o : x o h o_{t}^{x}

, where

(h o_{t}^{x})_{t g e q 0}

is BES

^{x} (d e l t a

) process of dimension

d e l t a > 1

starting from

x

. For

d e l t a g e q 2

we prove the existence of bicontinuous derivatives in P-a.s. sense at

x g e q 0

and we study the asymptotic behaviour of the derivatives at

x = 0

. For

1 < d e l t a < 2

we prove the existence of a modification of Bessel flow having derivatives in probability sense at

x g e q 0

. We study the asymptotic behaviour of the derivatives at

t = a u_{0} (x)

where

a u_{0} (x)

is the first zero of

(h o_{t}^{x})_{t g e q 0}

.

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