Forme de Dirichlet sur l'espace canonique de Poisson et applications aux équations différentielles stochastiques. (Dirichlet form on the canonical Poisson space and applications to stochastic differential equations)

zbMath0769.60059MaRDI QIDQ1209193

Agnes Coquio

Publication date: 16 May 1993

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1993__29_1_1_0

zbMATH Keywords

stochastic differential equationDirichlet formstochastic integral equations

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic integral equations (60H20)

Related Items (5)

Energy image density property and the lent particle method for Poisson measures ⋮ Iteration of the lent particle method for existence of smooth densities of Poisson functionals ⋮ Application of the lent particle method to Poisson-driven SDEs ⋮ On the absolute continuity of Lévy processes with drift ⋮ The Lent Particle Method for Marked Point Processes

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