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.
Citation
Piotr Graczyk. Jacek Małecki. "On squared Bessel particle systems." Bernoulli 25 (2) 828 - 847, May 2019. https://doi.org/10.3150/17-BEJ997
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