In this paper we obtain skew-product representations of the multidimensional Dunkl processes which generalize the skew-product decomposition in dimension 1 obtained in L. Gallardo and M. Yor. Some remarkable properties of the Dunkl martingales. S\'{ e}minaire de Probabilit\'{ e}s XXXIX, 2006. We also study the radial part of the Dunkl process, i.e. the projection of the Dunkl process on a Weyl chamber.
Categories: math.PR