Brownian motion, reflection groups and Tanaka formula (Q442626): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: The Lamperti correspondence extended to Lévy processes and semi-stable Markov processes in locally compact groups / rank | |||
Normal rank |
Revision as of 13:08, 5 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Brownian motion, reflection groups and Tanaka formula |
scientific article |
Statements
Brownian motion, reflection groups and Tanaka formula (English)
0 references
3 August 2012
0 references
It is proved that a projection of a finite dimensional Wiener process (Brownian motion) on a closed Weyl chamber -- the term from finite reflection group theory -- is also a Wiener process reflected from the walls of the chamber. A decomposition of this reflected process is given, which may be regarded as a multidimensional extension of Tanaka's formula. The links to local times at the boundary are established. A brief introduction to finite reflection group theory is provided.
0 references
Brownian motion
0 references
reflection
0 references
Tanaka's formula
0 references
local times
0 references