• Title of article

    Two-parameter Bessel processes

  • Author/Authors

    Hirsch، نويسنده , , Francis and Song، نويسنده , , Shiqi، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1999
  • Pages
    23
  • From page
    187
  • To page
    209
  • Abstract
    We prove the existence of a two-parameter symmetric Markov process associated with the Bessel process in R+ of dimension d⩾2. This process is constructed as a one-parameter process in the space C=C(R+,R+) which is viewed as the path space of the Bessel process. The method consists in introducing a Dirichlet form on C 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
    Markov process , Dirichlet form , two-parameter process , Infinite dimensional analysis , Bessel process , Potential theory , Capacity
  • Journal title
    Stochastic Processes and their Applications
  • Serial Year
    1999
  • Journal title
    Stochastic Processes and their Applications
  • Record number

    1576517