scientific article; zbMATH DE number 5174023

zbMath1128.60027MaRDI QIDQ5294269

Léonard Gallardo, Marc Yor

Publication date: 24 July 2007

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

intertwining operatorsBessel processesWiener chaosDunkl operatorDunkl processes

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Martingales with continuous parameter (60G44) Sample path properties (60G17) Stochastic integrals (60H05)

Related Items (14)

Polynomial jump-diffusions on the unit simplex ⋮ A chaotic representation property of the multidimensional Dunkl processes ⋮ A sharp maximal inequality for one-dimensional Dunkl martingales ⋮ Freezing limits for Calogero–Moser–Sutherland particle models ⋮ On Segal--Bargmann analysis for finite Coxeter groups and its heat kernel ⋮ Central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Polynomial processes and their applications to mathematical finance ⋮ Towards a characterization of Markov processes enjoying the time-inversion property ⋮ Limit theorems for multivariate Bessel processes in the freezing regime ⋮ Some martingales associated with multivariate Bessel processes ⋮ Skew-product representations of multidimensional Dunkl Markov processes ⋮ Functional central limit theorems for multivariate Bessel processes in the freezing regime ⋮ Limit theorems for Bessel and Dunkl processes of large dimensions and free convolutions ⋮ Dunkl jump processes: relaxation and a phase transition

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