Skew-product representations of multidimensional Dunkl Markov processes

Details Skew-product representations of multidimensional Dunkl Markov processes Skew-product representations of multidimensional Dunkl Markov processes

2008-08-22

arxiv.org/abs/0808.3033v1

Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques 2008, Vol. 44, No. 4, 593-611

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/07-AIHP108 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiqu

Scientific paper

10.1214/07-AIHP108

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.

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