Dans cet article nous obtenons des produits semi-directs des processus de Dunkl multidimensionnels qui généralisent ceux obtenus en dimension 1 dans L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. In Séminaire de Probabilités XXXIX, 2006. Nous étudions les processus de Dunkl radiaux qui sont les projections des processus de Dunkl sur une chambre de Weyl.
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.
Mots clés : Dunkl processes, Feller processes, Skew-product, Weyl group
@article{AIHPB_2008__44_4_593_0, author = {Chybiryakov, Oleksandr}, title = {Skew-product representations of multidimensional {Dunkl} {Markov} processes}, journal = {Annales de l'I.H.P. Probabilit\'es et statistiques}, pages = {593--611}, publisher = {Gauthier-Villars}, volume = {44}, number = {4}, year = {2008}, doi = {10.1214/07-AIHP108}, mrnumber = {2446290}, zbl = {1180.60072}, language = {en}, url = {http://www.numdam.org/articles/10.1214/07-AIHP108/} }
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 SP - 593 EP - 611 VL - 44 IS - 4 PB - Gauthier-Villars UR - http://www.numdam.org/articles/10.1214/07-AIHP108/ DO - 10.1214/07-AIHP108 LA - en ID - AIHPB_2008__44_4_593_0 ER -
%0 Journal Article %A Chybiryakov, Oleksandr %T Skew-product representations of multidimensional Dunkl Markov processes %J Annales de l'I.H.P. Probabilités et statistiques %D 2008 %P 593-611 %V 44 %N 4 %I Gauthier-Villars %U http://www.numdam.org/articles/10.1214/07-AIHP108/ %R 10.1214/07-AIHP108 %G en %F AIHPB_2008__44_4_593_0
Chybiryakov, Oleksandr. Skew-product representations of multidimensional Dunkl Markov processes. Annales de l'I.H.P. Probabilités et statistiques, Tome 44 (2008) no. 4, pp. 593-611. doi : 10.1214/07-AIHP108. http://www.numdam.org/articles/10.1214/07-AIHP108/
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