= Square-root branching diffusion
{title2=$dZ_t=\sqrt{Z_t}\,dB_t,\quad Z_0\geq0$}
= Feller branching diffusion
{c}
{synonym}
= Critical Feller branching diffusion
{synonym}
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.
Back to article page
