Dirichlet Forms for Poisson Measures and Lévy Processes: The Lent Particle Method

DOI10.1007/978-3-0348-0097-6_1zbMath1260.60097arXiv1301.6390OpenAlexW1558354564MaRDI QIDQ2909970

Nicolas Bouleau, Laurent Denis

Publication date: 7 September 2012

Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6390

zbMATH Keywords

stochastic differential equationLévy processesgradientDirichlet formcarré du champenergy image densityPoisson functional

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Probabilistic potential theory (60J45) Stochastic integrals (60H05) Random measures (60G57)

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