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Abstract: In this paper we obtain skew-product representations of the multidimensionalDunkl processes which generalize the skew-product decomposition in dimension 1obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunklmartingales. S\-{e}minaire de Probabilit\-{e}s XXXIX, 2006. We also study theradial part of the Dunkl process, i.e. the projection of the Dunkl process on aWeyl chamber.



Autor: Oleksandr Chybiryakov

Fuente: https://arxiv.org/







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