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Two-parameter Bessel processes

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  • Hirsch, Francis
  • Song, Shiqi

Abstract

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 introducing a Dirichlet form on 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.

Suggested Citation

  • Hirsch, Francis & Song, Shiqi, 1999. "Two-parameter Bessel processes," Stochastic Processes and their Applications, Elsevier, vol. 83(1), pages 187-209, September.
    • Handle: RePEc:eee:spapps:v:83:y:1999:i:1:p:187-209
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