Two-parameter Bessel processes

被引：5
|
作者：
Hirsch, F [1 ]
Song, SQ [1 ]
机构：
[1] Univ Evry Val Essonne, Equipe Anal & Probabilites, F-91025 Evry, France
来源：
STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 1999年 / 83卷 / 01期
关键词：
Bessel process; two-parameter process; Markov process capacity; potential theory; Dirichlet form; infinite dimensional analysis;
D O I：
10.1016/S0304-4149(99)00033-2
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We prove the existence of a two-parameter symmetric Markov process associated with the Bessel process in R+ of dimension d greater than or equal to 2. This process is constructed as a one-parameter process in the space l = C(R+, R+) which is viewed as the path space of the Bessel process. The method consists in introducing a Dirichlet form on l 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. (C) 1999 Elsevier Science B.V. All rights reserved.
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页码：187 / 209
页数：23
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