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

arXiv2211.04859MaRDI QIDQ6146325FDOQ6146325

Authors: Alberto Ohashi, Francesco Russo, Alan Teixeira 

Publication date: 5 February 2024

Full work available at URL: https://arxiv.org/abs/2211.04859

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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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• Random obstacle problems. École d'Été de Probabilités de Saint-Flour XLV -- 2015
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