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- W2034972023 abstract "Dunkl processes are martingales as well as c`{a}dl`{a}g homogeneous Markov processes taking values in $mathbb{R}^d$ and they are naturally associated with a root system. In this paper we study the jumps of these processes, we describe precisely their martingale decompositions into continuous and purely discontinuous parts and we obtain a Wiener chaos decomposition of the corresponding $L^2$ spaces of these processes in terms of adequate mixed multiple stochastic integrals." @default.
- W2034972023 created "2016-06-24" @default.
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- W2034972023 date "2006-07-01" @default.
- W2034972023 modified "2023-10-13" @default.
- W2034972023 title "A chaotic representation property of the multidimensional Dunkl processes" @default.
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- W2034972023 doi "https://doi.org/10.1214/009117906000000133" @default.
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