Skew-product representations of multidimensional Dunkl Markov processes

DOI10.1214/07-AIHP108zbMath1180.60072arXiv0808.3033MaRDI QIDQ731689

Oleksandr Chybiryakov

Publication date: 8 October 2009

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.3033

zbMATH Keywords

Weyl groupFeller processesskew-productDunkl processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Related Items

A chaotic representation property of the multidimensional Dunkl processes ⋮ The Heckman-Opdam Markov processes ⋮ Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\) ⋮ Towards a characterization of Markov processes enjoying the time-inversion property ⋮ Product formula for Jacobi polynomials, spherical harmonics and generalized Bessel function of dihedral type ⋮ Dunkl jump processes: relaxation and a phase transition

Cites Work

• The infinite Brownian loop on a symmetric space.
• Littelmann paths and Brownian paths
• A chaotic representation property of the multidimensional Dunkl processes
• Generalized Hermite polynomials and the heat equation for Dunkl operators
• Markov processes related with Dunkl operators
• Some new examples of Markov processes which enjoy the time-inversion property
• Towards a characterization of Markov processes enjoying the time-inversion property
• The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups
• Representation of an isotropic diffusion as a skew product
• Absolute Continuity of Markov Processes and Generators
• Exponential functionals of Brownian motion and related processes
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