Error calculus and regularity of Poisson functionals: The lent particle method

DOI10.1016/j.crma.2008.05.020zbMath1157.60048arXiv0809.0382OpenAlexW2009484053MaRDI QIDQ935363

Nicolas Bouleau

Publication date: 6 August 2008

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.0382

zbMATH Keywords

Dirichlet formsabsolute continuityPoisson spaceenergy image density property

Mathematics Subject Classification ID

Dirichlet forms (31C25) Applications of stochastic analysis (to PDEs, etc.) (60H30) Random measures (60G57)

Related Items

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

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