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arXiv · 0808.3033

Skew-product representations of multidimensional Dunkl Markov processes

Oleksandr Chybiryakov
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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. 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.

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Oleksandr Chybiryakov. 2008-08-22. Skew-product representations of multidimensional Dunkl Markov processes. https://doi.org/10.1214/07-aihp108

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