On regularity properties of Bessel flow
Résumé
We study the differentiability of Bessel flow , where is process of dimension starting from x. For we prove the existence of bicontinuous derivatives in P-a.s. sense at and we study the asymptotic behaviour of the derivatives at x = 0. For we prove the existence of a modification of Bessel flow having derivatives in probability sense at . We study the asymptotic behaviour of the derivatives at where is the first zero of .