English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

The Bessel process in low dimension (0 $\le$ $\delta$ $\le$ 1) is not anIt{\^o} process and it is a semimartingale only in the cases $\delta$ = 1 and$\delta$ = 0. In this paper we first characterize it as the unique solution ofan SDE with distributional drift or more precisely its related martingaleproblem. In a second part, we introduce a suitable notion of path-dependentBessel processes and we characterize them as solutions of path-dependent SDEswith distributional drift.

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