An invariance principle related to a process which generalizes the \(N\)-dimensional Brownian motion
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Publication:1433392
DOI10.1016/J.CRMA.2004.01.016zbMath1044.60074OpenAlexW1968901978MaRDI QIDQ1433392
Laurent Godefroy, Léonard Gallardo
Publication date: 15 June 2004
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.crma.2004.01.016
Cites Work
- Markov processes related with Dunkl operators
- Invariance principles for random walks on hypergroups on \(\mathbb{R}_ +\) and \(\mathbb{N}\)
- Differential-Difference Operators Associated to Reflection Groups
- A positive radial product formula for the Dunkl kernel
- Convergence of stochastic processes
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