Skew-product representations of multidimensional Dunkl Markov processes

Oleksandr Chybiryakov

Annales de l'I.H.P. Probabilités et statistiques (2008)

  • Volume: 44, Issue: 4, page 593-611
  • ISSN: 0246-0203

Abstract

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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.

How to cite

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Chybiryakov, Oleksandr. "Skew-product representations of multidimensional Dunkl Markov processes." Annales de l'I.H.P. Probabilités et statistiques 44.4 (2008): 593-611. <http://eudml.org/doc/77984>.

@article{Chybiryakov2008,
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.},
author = {Chybiryakov, Oleksandr},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {Dunkl processes; Feller processes; Skew-product; Weyl group; skew-product},
language = {eng},
number = {4},
pages = {593-611},
publisher = {Gauthier-Villars},
title = {Skew-product representations of multidimensional Dunkl Markov processes},
url = {http://eudml.org/doc/77984},
volume = {44},
year = {2008},
}

TY - JOUR
AU - Chybiryakov, Oleksandr
TI - Skew-product representations of multidimensional Dunkl Markov processes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2008
PB - Gauthier-Villars
VL - 44
IS - 4
SP - 593
EP - 611
AB - 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.
LA - eng
KW - Dunkl processes; Feller processes; Skew-product; Weyl group; skew-product
UR - http://eudml.org/doc/77984
ER -

References

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