Related papers: Note on radial Dunkl processes
We begin with the study of some properties of the radial Dunkl process associated to a reduced root system $R$. It is shown that this diffusion is the unique strong solution for all $t \geq 0$ of a SDE with singular drift. Then, we study…
We provide two equivalent approaches for computing the tail distribution of the first hitting time of the boundary of the Weyl chamber by a radial Dunkl process. The first approach is based on a spectral problem with initial value. The…
We study the strong existence and uniqueness of solutions within a Weyl chamber for a class of time-dependent particle systems driven by multiplicative noise. This class includes well-known processes in physics and mathematical finance. We…
We introduce the analogue of Dunkl processes in the case of an affine root system of type $\widetilde{\text{A}}_1$. The construction of the affine Dunkl process is achieved by a skew-product decomposition by means of its radial part and a…
Multivariate Bessel processes, otherwise known as radial Dunkl processes, are stochastic processes defined in a Weyl chamber that are repelled from the latter's boundary by a singular drift with a strength given by the multiplicity function…
Dunkl processes are multidimensional Markov processes defined through the use of Dunkl operators. These processes have discontinuities, and they can be separated into their continuous (radial) part, and their discontinuous (jump) part.…
We stduy radial Dunkl processes associated with dihedral systems: we derive the semi group, the generalized Bessel function, the Dunkl-Hermite polynomials. Then we give a skew product decomposition by means of independent Bessel processes…
Stochastic variational inequalities provide a unified treatment for stochastic differential equations living in a closed domain with normal reflection and (or) singular repellent drift. When the domain is a polyhedron, we prove that the…
We consider the numerical approximation for a class of radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$. This class contains some well-known processes such as Bessel processes, Dyson's Brownian…
Dunkl processes are martingales as well as c\`{a}dl\`{a}g homogeneous Markov processes taking values in $\mathbb{R}^d$ and they are naturally associated with a root system. In this paper we study the jumps of these processes, we describe…
We develop a general theory of Bessel-Dunkl type diffusions in Weyl chambers associated with classical root systems. The class considered here allows time-dependent and configuration-dependent diffusion and drift coefficients, as well as…
We supply two different descriptions of the pushing process driving the reflected Brownian motion in Weyl chambers, when the latter domains are simplexes. The first one shows that a simple root lies in one and only one orbit if and only if…
In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl…
We present a theoretical investigation of the stochastic dynamics of a damped particle in a tilted periodic potential with a double well per period. By applying the matrix continued fraction technique to the Fokker-Planck equation in…
In this paper, we establish an integral representation for the density of the reciprocal of the first hitting time of the boundary of even dihedral wedges by a radial Dunkl process having equal multiplicity values. Doing so provides another…
In this paper, we derive an integral representation for the density of the reciprocal of the first hitting time of the boundary of a wedge of angle $\pi/4$ by a radial Dunkl process with equal multiplicity values. Not only this…
We analyze the trajectory of suspended spherical particles moving through a square array of obstacles, in the deterministic limit and at zero Reynolds number. We show that, in the dilute approximation of widely separated obstacles, the…
This paper studies the asymptotic behavior of the integral kernel of the Dunkl transform, the so-called Dunkl kernel, when one of its arguments is fixed and the other tends to infinity either within a Weyl chamber of the associated…
For some discrete parameters $k\ge0$, multivariate (Dunkl-)Bessel processes on Weyl chambers $C$ associated with root systems appear as projections of Brownian motions without drift on Euclidean spaces $V$, and the associated transition…
It is an open conjecture that generalized Bessel functions associated with root systems have a positive product formula for non-negative multiplicity parameters of the associated Dunkl operators. In this paper, a partial result towards this…