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

The Bessel process in low dimension (0 $\le$ $\delta$ $\le$ 1) is not an It{ô} 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 of an SDE with distributional drift or more precisely its related martingale problem. In a second part, we introduce a suitable notion of path-dependent Bessel processes and we characterize them as solutions of path-dependent SDEs with distributional drift.