Skew-product representations of multidimensional Dunkl Markov processes
Probability
2008-08-25 v1
Abstract
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 martingales. S\'{e}minaire de Probabilit\'{e}s XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.
Keywords
Cite
@article{arxiv.0808.3033,
title = {Skew-product representations of multidimensional Dunkl Markov processes},
author = {Oleksandr Chybiryakov},
journal= {arXiv preprint arXiv:0808.3033},
year = {2008}
}
Comments
Published in at http://dx.doi.org/10.1214/07-AIHP108 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)