In this paper, we introduce $ G $-Bessel processes for a class of $ d $-dimensional $ G $-Brownian motions. Under the condition of dimensionality $ d $, we obtain that the $ G $-Bessel process is the solution of the stochastic differential equation. Furthermore, under the stricter condition of dimensionality, we establish the existence and uniqueness of a solution of the stochastic differential equation governing the $ G $-Bessel process and prove the nonattainability of the origin for $ G $-Brownian motion.
Mingshang HU
,
Renxing LI
. G-BESSEL PROCESSES AND RELATED PROPERTIES[J]. Acta mathematica scientia, Series B, 2026
, 46(2)
: 920
-936
.
DOI: 10.1007/s10473-026-0220-4
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