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math.PR2025
Squared Bessel processes under nonlinear expectation
Mingshang Hu, Renxing Li, Xue Zhang
In this paper, we define the squared G-Bessel process as the square of the modulus of a class of G-Brownian motions and establish that it is the unique solution to a stochastic dif…
math.PR2025
Stochastic Volterra integral equations driven by -Brownian motion
Bingru Zhao, Renxing Li, Mingshang Hu
In this paper, we study the stochastic Volterra integral equation driven by -Brownian motion (-SVIE). The existence, uniqueness and two types of continuity of the solution to…