On Sdes For Bessel Processes In Low Dimension And Path-dependent Extensions

Alberto Ohashi, Francesco Russo, Alan Teixeira

The Bessel process in low dimension (0 $\le$ $\delta$ $\le$ 1) is not an It{ô} process and it is a semimartingale only in the cases $\delta$ = 1 and $\delta$ = 0. In this paper we first character…