A chaotic representation property of the multidimensional Dunkl processes

DOI10.1214/009117906000000133zbMath1107.60015arXivmath/0609679OpenAlexW2034972023MaRDI QIDQ850977

Marc Yor, Léonard Gallardo

Publication date: 8 November 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0609679

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60) Sample path properties (60G17) Stochastic integrals (60H05)

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Cites Work

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