The Lent Particle Method for Marked Point Processes

DOI10.1007/978-3-642-15217-7_14zbMath1226.60074arXiv1301.6387OpenAlexW1770461479MaRDI QIDQ3086806

Nicolas Bouleau

Publication date: 30 March 2011

Published in: Séminaire de Probabilités XLIII (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.6387

zbMATH Keywords

Malliavin calculusDirichlet formLévy processmarked point processesWiener spacePoisson random measureenergy image density propertyisotropic processeslent particle methodOrnstein-Uhlenbeck form

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic calculus of variations and the Malliavin calculus (60H07) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Cites Work

• Unnamed Item
• Application of the lent particle method to Poisson-driven SDEs
• Formes de Dirichlet générales et densité des variables aléatoires réelles sur l'espace de Wiener. (General Dirichlet forms and density of real random variables on Wiener space)
• Absolute continuity of multivariate distributions of class L
• Dirichlet forms and analysis on Wiener space
• Admissible vectors and their associated Dirichlet forms
• 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)
• Energy image density property and the lent particle method for Poisson measures

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