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<p>In this paper, we introduce <i>G</i>-Bessel processes for a class of d-dimensional <i>G</i>-Brownian motions. Under the condition of dimensionality <i>d</i>, we obtain that the <i>G</i>-Bessel process is the solution of the stochastic differential equation. Furthermore, under the stricter condition of dimensionality, we establish the existence and uniqueness of a solution of the stochastic differential equation governing the <i>G</i>-Bessel process and prove the nonattainability of the origin for <i>G</i>-Brownian motion.</p>

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G-Bessel processes and related properties

  • 期刊论文

  • 发表日期：

    2025年12月22日

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  • Mingshang Hu,
  • Renxing Li

摘要

In this paper, we introduce G-Bessel processes for a class of d-dimensional G-Brownian motions. Under the condition of dimensionality d, we obtain that the G-Bessel process is the solution of the stochastic differential equation. Furthermore, under the stricter condition of dimensionality, we establish the existence and uniqueness of a solution of the stochastic differential equation governing the G-Bessel process and prove the nonattainability of the origin for G-Brownian motion.