Skew-product representations of multidimensional Dunkl Markov processes

Oleksandr Chybiryakov (1)

1 LPMA - Laboratoire de Probabilités et Modèles Aléatoires

In this note we obtain two different types of skew-product representations of the multidimensional Dunkl Markov processes which generalize the skew-product decomposition in dimension 1 obtained in [GY05] and the skew-product of an n-dimensional Brownian motion into its radial and angular parts. We also study the radial part of the Dunkl Markov process, i.e. the projection of the Dunkl Markov process on a Weyl chamber.

Mots clés: Dunkl processes; Feller processes; Skew-product; Weyl group

Domaines: Probabilités [math.PR]

Oleksandr Chybiryakov. Skew-product representations of multidimensional Dunkl Markov processes. 2005. ⟨hal-00008770⟩