Radial Dunkl processes: existence, uniqueness and hitting time (Q1032835)
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scientific article; zbMATH DE number 5625411
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Radial Dunkl processes: existence, uniqueness and hitting time |
scientific article; zbMATH DE number 5625411 |
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Radial Dunkl processes: existence, uniqueness and hitting time (English)
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5 November 2009
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The author gives a short proof of the known result that Weyl-group invariant Dunkl processes are unique strong solutions of the associated stochastic differential equations. The proof is based on results of Cepa and Lepingle for related processes. The result is used to show that the hitting time to the boundary of the Weyl chamber is finite a.s.. Moreover, it is announced that the sum over all jumps of Dunkl processes converges absolutely a.s. for bounded time intervals.
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Dunkl processes
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Weyl chamber
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hitting time
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jumps of Dunkl processes
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