On symmetric and skew Bessel processes

DOI10.1016/j.spa.2012.05.008zbMath1248.60060MaRDI 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 process; local times; Bessel equation; pathwise uniqueness; singular stochastic differential equations; uniqueness in law; continuous strong Markov processes

Mathematics Subject Classification ID

60J25: Continuous-time Markov processes on general state spaces

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60J55: Local time and additive functionals

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