Affine Dunkl processes of type \(\widetilde{\mathrm{A}}_{1}\) (Q441253)

It is well-known that Dunkl and Heckman-Opdam processes on \(\mathbb R^d\) can be constructed from their radial parts by adding jumps in a suitable way, where the radial parts are certain diffusions on the associated Weyl chambers. In this paper, a first step is done to define Dunkl-type processes on \(\mathbb R^d\) with jumps from certain classes of diffusions on compact alcoves in \(\mathbb R^d\). For this, the author restricts his attention to Dunkl-type processes of type \(\tilde A_1\), where the radial parts are ultraspherical processes on \([0,1 ]\). For these Dunkl-type processes on \(\mathbb R\), the generator of the associated transition semigroup is studied, and, in particular, a martingale decomposition is presented. Due to a natural summation condition in the construction of the generator on \(\mathbb R\), it seems that the approach of this paper is restricted to examples of rank one.