Skew-product representations of multidimensional Dunkl Markov processes

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dc.creatorChybiryakov, Oleksandr
dc.date2008-08-22
dc.date.accessioned2026-07-07T09:57:55Z
dc.date.available2026-07-07T09:57:55Z
dc.descriptionIn 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.
dc.descriptionPublished in at http://dx.doi.org/10.1214/07-AIHP108 the Annales de l'Institut Henri Poincaré - Probabilités et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/0808.3033
dc.identifierhttp://arxiv.org/abs/0808.3033
dc.identifierAnnales de l'Institut Henri Poincaré - Probabilités et Statistiques 2008, Vol. 44, No. 4, 593-611
dc.identifierdoi:10.1214/07-AIHP108
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/167525
dc.subjectProbability
dc.titleSkew-product representations of multidimensional Dunkl Markov processes
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