Energy image density property and the lent particle method for Poisson measures
Energy image density property and the lent particle method for Poisson measures
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DOI:
10.1016/j.jfa.2009.03.004
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发表时间:
2008-07
期刊:
影响因子:
--
通讯作者:
N. Bouleau;L. Denis
中科院分区:
文献类型:
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作者:
N. Bouleau;L. Denis
We introduce a new approach to absolute continuity of laws of Poisson functionals. It is based on the energy image density property for Dirichlet forms. The associated gradient is a local operator and gives rise to a nice formula called the lent particle method which consists in adding a particle and taking it back after some calculation.