On squared Bessel particle systems

TL;DR

This paper investigates the mathematical properties of squared Bessel particle systems, establishing conditions for their existence, uniqueness, and non-colliding behavior in a comprehensive framework.

Contribution

It introduces a general framework for squared Bessel particle systems, including definitions for non-negative and non-colliding cases, and analyzes their fundamental properties.

Findings

Proved existence and uniqueness of solutions for squared Bessel particle systems.

Defined non-negative and non-colliding squared Bessel particle systems.

Analyzed properties such as non-collision and non-negativity.

Abstract

We study the existence and uniqueness of SDEs describing squared Bessel particles systems in full generality. We define non-negative and non-colliding squared Bessel particle systems and we study their properties.