论文标题
在低维和路径依赖性扩展中的贝塞尔过程的SDE上
On Sdes For Bessel Processes In Low Dimension And Path-dependent Extensions
论文作者
论文摘要
低维（0 $ \ le $ $ $ $ $ \ le $ 1）的BESSEL过程不是IT {ô}过程，仅在$δ$ = 1和$δ$ = 0的情况下，它仅是semimartingale。在第二部分中，我们引入了一个合适的路径依赖性贝塞尔过程的概念，并将其表征为具有分布漂移的路径依赖性SDE的解决方案。
The Bessel process in low dimension (0 $\le$ $δ$ $\le$ 1) is not an It{ô} process and it is a semimartingale only in the cases $δ$ = 1 and $δ$ = 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.
