In this paper, for a class of d-dimensional G-Brownian motions, we introduce G-Bessel processes. Under the condition of dimensionality d, we obtain that the G-Bessel process is the solution of a stochastic differential equation. Moreover, under the more strict condition of dimensionality d, we get the uniqueness of the solution of stochastic differential equations governing G-Bessel processes and the nonattainability of the origin of G-Brownian motion.
No takes yet. Share an insight, caveat, or question.
Hu et al. (2024) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: