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
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
Journal title :
Stochastic Processes and their Applications