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...

Given a filtered probability space , an -adapted continuous increasing process [Lambda] and a positive local martingale N such that satisfies Zt<=1,t>=0, we construct probability measures and a random time [tau] on an extension of , such that the survival probability of [tau], i.e., is equal to Zt for...</=1,t>

For a given filtered probability space , an -adapted continuous increasing process [Lambda] and a positive - local martingale N such that [Lambda]0=0 and Nte-[Lambda]t=1, we construct a probability measure and a random time [tau] such that and . The probability is linked with the well-known Cox...