Two-parameter Bessel processes
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.
Year of publication: |
1999
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Authors: | Hirsch, Francis ; Song, Shiqi |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 83.1999, 1, p. 187-209
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Publisher: |
Elsevier |
Keywords: | Bessel process Two-parameter process Markov process Capacity Potential theory Dirichlet form Infinite dimensional analysis |
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