Two-parameter Bessel processes

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• 作者：Hirsch ; Francis ; Song ; Shiqi
• 关键词：Bessel process ; Two-parameter process ; Markov process ; Capacity ; Potential theory ; Dirichlet form ; Infinite dimensional analysis
• 刊名：Stochastic Processes and their Applications
• 出版年：1999
• 出版时间：September 1, 1999
• 年：1999
• 卷：83
• 期：1
• 页码：187-209
• 全文大小：184 K

文摘

We prove the existence of a two-parameter symmetric Markov process associated with the Bessel process in of dimension d2. 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.