Energy image density property and the lent particle method for Poisson measures

2008/07/12 by Nicolas Bouleau, Bouleau, Nicolas, Laurent Denis +1 · 1 citation
Mathematics · #60G51 #60G57 #60H05 #60J45 #FOS: Mathematics #Functional Analysis (math.FA) #Probability (math.PR) #math.FA #math.PR #msc:60G51 #msc:60G57 #msc:60H05 #msc:60J45

paper · pdf · doi:10.48550/arxiv.0807.1963

29p

arxiv created 2009/04/09 · arxiv updated 2009/12/01

Abstract

We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the \it energy image density property for Dirichlet forms and on what we call \it the lent particle method which consists in adding a particle and taking it back after some calculation.

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