 Square-root branching diffusion

A nonnegative diffusion with zero absorbing, often called the critical Feller branching diffusion; other conventions multiply the coefficient by a fixed positive constant. Its diffusion coefficient is not Lipschitz at zero. Independent copies add according to the addition law for square-root branching diffusions, and a cutoff construction of an absorbed square-root diffusion gives strong existence without applying the global Lipschitz theorem to the original coefficient.