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- W4308758631 abstract "The Bessel process in low dimension (0 $le$ $delta$ $le$ 1) is not an It{^o} process and it is a semimartingale only in the cases $delta$ = 1 and $delta$ = 0. In this paper we first characterize it as the unique solution of an SDE with distributional drift or more precisely its related martingale problem. In a second part, we introduce a suitable notion of path-dependent Bessel processes and we characterize them as solutions of path-dependent SDEs with distributional drift." @default.
- W4308758631 created "2022-11-15" @default.
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- W4308758631 date "2023-01-01" @default.
- W4308758631 modified "2023-09-26" @default.
- W4308758631 title "On SDEs for Bessel Processes in low dimension and path-dependent extensions" @default.
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- W4308758631 doi "https://doi.org/10.30757/alea.v20-41" @default.
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