On symmetric and skew Bessel processes

DOI10.1016/j.spa.2012.05.008zbMath1248.60060OpenAlexW2049295300MaRDI QIDQ444357

Stefan Blei

Publication date: 14 August 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.05.008

zbMATH Keywords

Bessel processlocal timesBessel equationpathwise uniquenesssingular stochastic differential equationsuniqueness in lawcontinuous strong Markov processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

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