Two-parameter Bessel processes

DOI10.1016/S0304-4149(99)00033-2MaRDI QIDQ1613636zbMATH OpenFDO

Authors Francis Hirsch, Shiqi Song

Publication date 29 August 2002

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Markov processcapacityBessel processpotential theoryDirichlet forminfinite dimensional analysistwo-parameter process

Mathematics Subject Classification ID

Markov processes (60J99)

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Cites work

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Cited in

(11)

• Projections of scaled Bessel processs
• A two-dimensional oblique extension of Bessel processes
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Bismut-Elworthy-Li formulae for Bessel processes
• Fractional intertwinings between two Markov semigroups
• scientific article; zbMATH DE number 1210406 (Why is no real title available?)
• On regularity properties of Bessel flow
• Two-parameter Hunt processes and potential theory
• scientific article; zbMATH DE number 3976037 (Why is no real title available?)
• Markovian uniqueness on Bessel space
• Two limiting regimes of interacting Bessel processes

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