Two-step asymptotics of scaled Dunkl processes
نویسندگان
چکیده
منابع مشابه
Note on Radial Dunkl Processes
This note encloses relatively short proofs of the following known results: the radial Dunkl process associated with a reduced system and a strictly positive multiplicity function is the unique strong solution for all time t of a stochastic differential equation of a singular drift (see [12] for the original proof and [4] for a proof under additional restrictions), the first hitting time of the ...
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ژورنال
عنوان ژورنال: Journal of Mathematical Physics
سال: 2015
ISSN: 0022-2488,1089-7658
DOI: 10.1063/1.4932964