Two-parameter Bessel processes

Francis Hirsch and Shiqi Song

Stochastic Processes and their Applications, 1999, vol. 83, issue 1, 187-209

Abstract: We prove the existence of a two-parameter symmetric Markov process associated with the Bessel process in of dimension d[greater-or-equal, slanted]2. This process is constructed as a one-parameter process in the space which is viewed as the path space of the Bessel process. The method consists in introducing a Dirichlet form on and to prove the existence of an associated process. Thanks to previous papers, analytic and probabilistic potential theories can be developed related to this two-parameter process.

Keywords: Bessel; process; Two-parameter; process; Markov; process; Capacity; Potential; theory; Dirichlet; form; Infinite; dimensional; analysis (search for similar items in EconPapers)
Date: 1999
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