On Squared Bessel Particle Systems
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چکیده
We study the existence and uniqueness of solutions of SDEs describing squared Bessel particle systems in full generality. We define non-negative and non-colliding squared Bessel particle systems and we study their properties. Particle systems dissatisfying noncolliding and unicity properties are pointed out. The structure of squared Bessel particle systems is described.
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تاریخ انتشار 2017