Energy image density property and the lent particle method for Poisson measures
Probability
2009-04-09 v3 Functional Analysis
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.
Keywords
Cite
@article{arxiv.0807.1963,
title = {Energy image density property and the lent particle method for Poisson measures},
author = {Nicolas Bouleau and Laurent Denis},
journal= {arXiv preprint arXiv:0807.1963},
year = {2009}
}
Comments
29p