On squared Bessel particle systems

Piotr Graczyk; Jacek Małecki

doi:10.3150/17-BEJ997

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Home > Journals > Bernoulli > Volume 25 > Issue 2 > Article

May 2019 On squared Bessel particle systems

Piotr Graczyk, Jacek Małecki

Bernoulli 25(2): 828-847 (May 2019). DOI: 10.3150/17-BEJ997

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Abstract

We study the existence and uniqueness of solutions of SDEs describing squared Bessel particle systems in full generality. We define nonnegative and non-colliding squared Bessel particle systems and we study their properties. Particle systems dissatisfying non-colliding and unicity properties are pointed out. The structure of squared Bessel particle systems is described.