Radial Dunkl processes: existence, uniqueness and hitting time
type: Item
instance of: scholarly article
title: Radial Dunkl processes: existence, uniqueness and hitting time
zbMATH Open document ID: 1186.60076
author: Nizar Demni
published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris
publication date: 2009-11-05T00:00:00Z
review text: The author gives a short proof of the known result that Weyl-group invariant Dunkl processes are unique strong solutions of the associated stochastic differential equations. The proof is based on results of Cepa and Lepingle for related processes. The result is used to show that the hitting time to the boundary of the Weyl chamber is finite a.s.. Moreover, it is announced that the sum over all jumps of Dunkl processes converges absolutely a.s. for bounded time intervals.
reviewed by: Michael Voit
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 60B20
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 5625411
zbMATH Keywords: Dunkl processes
zbMATH Keywords: Weyl chamber
zbMATH Keywords: hitting time
zbMATH Keywords: jumps of Dunkl processes
MaRDI profile type: MaRDI publication profile
full work available at URL: j.crma.2009.08.003
OpenAlex ID: W2077165302
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DOI: 10.1016/J.CRMA.2009.08.003
description: scientific article; zbMATH DE number 5625411