On SDEs for Bessel processes in low dimension and path-dependent extensions

MaRDI QIDQ6146325zbMATH OpenFDO

Authors Alberto Ohashi, Francesco Russo, Alan Teixeira

Publication date 5 February 2024

Full work available at URL https://arxiv.org/abs/2211.04859, https://alea.impa.br/articles/v20/20-41.pdf

zbMATH Keywords

Bessel processespath-dependent stochastic differential equationsSDEs with distributional drift

Mathematics Subject Classification ID

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

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