Skew-product representations of multidimensional Dunkl Markov processes
Chybiryakov, Oleksandr
Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, p. 593-611 / Harvested from Project Euclid
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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. Séminaire de Probabilités XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.
Publié le : 2008-08-15
Classification:  Dunkl processes,  Feller processes,  Skew-product,  Weyl group,  60J75,  60J25 
@article{1217964112,
     author = {Chybiryakov, Oleksandr},
     title = {Skew-product representations of multidimensional Dunkl Markov processes},
     journal = {Ann. Inst. H. Poincar\'e Probab. Statist.},
     volume = {44},
     number = {2},
     year = {2008},
     pages = { 593-611},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1217964112}
}

Chybiryakov, Oleksandr. Skew-product representations of multidimensional Dunkl Markov processes. Ann. Inst. H. Poincaré Probab. Statist., Tome 44 (2008) no. 2, pp.  593-611. http://gdmltest.u-ga.fr/item/1217964112/