分野別セミナー

In this talk, we consider numerical schemes for radial Dunkl processes corresponding to arbitrary (reduced) root systems in $\mathbb{R}^{d}$, not only Bessel processes and Dyson's Brownian motions. Since a radial Dunkl process takes values in the Wely chamber $\mathbb{W}$ of the root system, we introduce $\mathbb{W}$-valued numerical scheme, and provide its rate of convergence in $L^{p}$-sup norm.