Skew-product representations of multidimensional Dunkl Markov processes

Abstract

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. S\'{e}minaire de Probabilit\'{e}s XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.Comment: Published in at http://dx.doi.org/10.1214/07-AIHP108 the Annales de l'Institut Henri Poincar\'e - Probabilit\'es et Statistiques (http://www.imstat.org/aihp/) by the Institute of Mathematical Statistics (http://www.imstat.org