Radial dunkl processes : Existence and uniqueness, hitting time, beta processes and random matrices. arXiv:0707.0367v1

@inproceedings{Demni2009RadialDP,
  title={Radial dunkl processes : Existence and uniqueness, hitting time, beta processes and random matrices. arXiv:0707.0367v1},
  author={Nizar Demni},
  year={2009}
}
Abstract. We give shorter 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 times t of a stochastic differential equation with a singular drift (see [11] for the original proof and [4] for a proof under an additional restriction), the first hitting time of the Weyl chamber by a radial Dunkl process is finite almost surely for small values of the multiplicity… CONTINUE READING