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.

引用

页码：187 / 209

页数：23

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